Criterion of existence of an optimal control for a class of linear stochastic systems

DOI10.1016/0021-8928(69)90073-2zbMath0205.16503OpenAlexW1592091372MaRDI QIDQ5604820

M. B. Nevel'son

Publication date: 1969

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(69)90073-2

Mathematics Subject Classification ID

Diffusion (76R50) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Stabilization of linear stochastic systems with state and control dependent perturbations ⋮ Optimal stabilization of linear stochastic systems ⋮ Optimal stabilization of stochastic systems

Cites Work

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• Convergence of moments of the Robbins-Monro procedure
• Optimal Stationary Control of a Linear System with State-Dependent Noise
• The analytical design of control systems

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