Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling
From MaRDI portal
Publication:6099177
DOI10.3934/mcrf.2022018zbMath1516.49031arXiv2001.07057MaRDI QIDQ6099177
Shivam Dhama, Chetan D. Pahlajani
Publication date: 19 June 2023
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.07057
stochastic differential equationmultiple scaleshybrid dynamical systemsampled-data systemperiodic sampling
Optimal feedback synthesis (49N35) Feedback control (93B52) Linear-quadratic optimal control problems (49N10) Markov processes (60J99) Linear optimal control problems (49N05)
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