Optimal Stationary Control with State Control Dependent Noise
From MaRDI portal
Publication:5629506
DOI10.1137/0309016zbMath0223.93044OpenAlexW2004585062MaRDI QIDQ5629506
Publication date: 1971
Published in: SIAM Journal on Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0309016
Related Items
Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise, Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise, Solution to stochastic LQR problem with multiple inputs, Method of stochastic sensitivity synthesis in a stabilisation problem for nonlinear discrete systems with incomplete information, Vertex‐dependent filtering of retarded uncertain state‐multiplicative noisy systems, Stabilization of linear stochastic systems with state and control dependent perturbations, Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping., Optimal control of ultimately bounded stochastic processes, Discrete bilinear stochastic systems with time-varying delay: Stability analysis and control synthesis, System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval, Stability and stabilization of uncertain 2-D discrete systems with stochastic perturbation, Newton's method for a rational matrix equation occurring in stochastic control, Effect of displacement of optimal control in stabilization problems for quasi-linear diffusion-type stochastic systems, Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs, Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics, Stability and stabilizability of stochastic evolution equations on Hilbert spaces, Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems, A note on the stabilizability of stochastic heat equations with multiplicative noise., On the instability of an oscillatory distributed parameter system
