On the linear-quadratic regulator problem in one-dimensional linear fractional stochastic systems

DOI10.1016/j.automatica.2013.09.003zbMath1298.93359OpenAlexW2062926615MaRDI QIDQ463843

Ali Meghdari, Aria Alasty, Hassan Salarieh, Hoda Sadeghian

Publication date: 17 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.09.003

zbMATH Keywords

stochastic controlfractional systemsoptimal control (algorithm and software)

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Fractional ordinary differential equations (34A08)

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