Optimal linear stochastic systems with independent controllers

DOI10.1080/00207170310001647010zbMath1059.93134OpenAlexW2161365983MaRDI QIDQ4474759

Nikolai Michalovitch Filatov

Publication date: 12 July 2004

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170310001647010

zbMATH Keywords

stochastic optimal controlcertainty equivalence principledisturbancesseparation principlestate estimation errorlinear dynamic multivariate system

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cites Work

• Global stabilizability and observability imply semi-global stabilizability by output feedback
• Sufficient statistics in the optimum control of stochastic systems
• Dual effect, certainty equivalence, and separation in stochastic control
• Non-linear output feedback stabilization on a bounded region of attraction
• Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria