On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity

DOI10.1134/S0005117919020048zbMath1432.49038OpenAlexW2940660902WikidataQ114075364 ScholiaQ114075364MaRDI QIDQ2290300

E. S. Palamarchuk

Publication date: 27 January 2020

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

Full work available at URL: https://doi.org/10.1134/s0005117919020048

zbMATH Keywords

instabilityRiccati equationstochastic linear-quadratic regulatoranti-stabilitysuperexponential growth

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)

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