Stabilization of some stochastic discrete–time control systems

DOI10.1080/07362998308809005zbMath0517.93061OpenAlexW2092642106WikidataQ126242879 ScholiaQ126242879MaRDI QIDQ3666732

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Publication date: 1983

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998308809005

zbMATH Keywords

feedback controllinear-quadratic control problemindependent random perturbationsstochastic stabilizability

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

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