Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional

DOI10.1134/S0005117920010051zbMath1455.93210OpenAlexW3007016158MaRDI QIDQ827888

E. S. Palamarchuk

Publication date: 14 January 2021

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117920010051

zbMATH Keywords

stochastic linear controllertime-varying diffusion matrixtwo-sided cost functional

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (1)

On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost

Cites Work

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