The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions

DOI10.1137/21M1434593zbMath1498.93775arXiv2106.13806OpenAlexW4291011676MaRDI QIDQ5097386

Daniel S. Campos, João B. R. do Val

Publication date: 23 August 2022

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.13806

zbMATH Keywords

uncertain systemnondifferentiable optimizationstochastic stabilizationoptimal stochastic control\(\mathcal{H}_2\)-norm control

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (2)

Limit equations of adaptive Erlangization and their application to environmental management ⋮ The H∞‐optimal control problem of CSVIU systems

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