Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods

DOI10.1134/S0005117914110058zbMath1327.93416MaRDI QIDQ891622

N. E. Zubov

Publication date: 17 November 2015

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

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Synthesis problems (93B50) Stochastic stability in control theory (93E15) Optimality conditions for problems involving randomness (49K45)

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Cites Work

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• Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval

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