Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case

DOI10.1016/j.automatica.2006.09.010zbMath1117.93337OpenAlexW2087207435MaRDI QIDQ883365

Gabriella Mavelli, Francesco Carravetta

Publication date: 4 June 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.09.010

zbMATH Keywords

regulationstochastic controlfeedback systemssuboptimal controlnon-Gaussian processesfiltering theory

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Feedback control (93B52) Control/observation systems with incomplete information (93C41)

Related Items

Discrete-time indefinite stochastic LQ control via SDP and LMI methods ⋮ Indefinite LQ control for discrete-time stochastic systems via semidefinite programming ⋮ Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems ⋮ A stochastic optimal regulator for a class of nonlinear systems ⋮ Stochastic linear quadratic regulation for discrete-time linear systems with input delay

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