Stationary optimal control of stochastically sampled continuous-time systems (Q1094384): Difference between revisions

This paper solves the digital stationary optimal control problem in the case of linear stochastic continuous-time systems, long-term average integral criteria, complete state information and where the sampling periods are independent identically distributed stochastic variables, using the notions of mean-square stabilizability and mean-square detectability. It is shown that stochastic sampling may increase or restore stabilizability and may decrease or destroy stability if the presence of stochastic sampling is not taken into account in the determination of the optimal controller.