Overtaking Optimal Regulation and Tracking of Piecewise Diffusion Linear Systems

DOI10.1137/0330045zbMath0767.93084OpenAlexW1984830033MaRDI QIDQ4012455

Arie Leizarowitz, Alain B. Haurie

Publication date: 27 September 1992

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0330045

zbMATH Keywords

reliabilityimperfect state measurementinfinite horizon LQG problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (5)

Monitoring cooperative equilibria in a stochastic differential game ⋮ Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise ⋮ On overtaking optimal tracking for linear systems ⋮ Time scale decomposition in production planning for unreliable flexible manufacturing systems ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.

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