Quadratic optimal control for discrete-time infinite-dimensional stochastic bilinear systems

DOI10.1093/IMAMCI/14.4.385zbMATH Open0894.93041OpenAlexW2149227896MaRDI QIDQ4385818

C. S. Kubrusly, Oswaldo Luiz V. Costa

Publication date: 30 August 1998

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9a67888a8c9664aa9dd44c757a6b6159d728f3ac

zbMATH Keywords

discrete-timequadratic optimal controlRiccati operator equationinfinite-dimensional bilinear stochastic systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints

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