The linear-quadratic-gaussian problem for singularly perturbed systems†

DOI10.1080/00207728208926333zbMath0487.93068OpenAlexW2101405593MaRDI QIDQ3948987

Ram-Nandan P. Singh

Publication date: 1982

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728208926333

zbMATH Keywords

linear-quadratic-Gaussian problemstochastic singularly perturbed systems

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Multitime-scale singularly perturbed linear stochastic systems^∗ ⋮ Large-scale stochastic singularly perturbed systems ⋮ Singular perturbations and time-scale methods in control theory: Survey 1976-1983

Cites Work

• On the theory of optimal control. Sufficient coordinates
• Linear regulator design for stochastic systems by a multiple time-scales method
• Stochastic control of linear sigularly perturbed systems
• Survey of decentralized control methods for large scale systems
• Singularly Perturbed Linear Stochastic Ordinary Differential Equations

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