Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization

DOI10.1002/rnc.5339zbMath1525.93483MaRDI QIDQ6083897

Lyes Nechak, Caroline Kulcsár, Henri-François Raynaud

Publication date: 31 October 2023

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

zbMATH Keywords

uncertaintymodel reductionbalanced truncationrandom parametersgeneralized polynomial chaosparameter-dependent systemsstochastic linear quadratic controlintrusive and nonintrusive schemes

Mathematics Subject Classification ID

System structure simplification (93B11) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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