Instability of optimal stochastic control systems under parameter variations

DOI10.2514/3.6191zbMath0218.93023OpenAlexW2006928725MaRDI QIDQ5623582

Jason L. Speyer

Publication date: 1971

Published in: AIAA Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2514/3.6191

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (2)

Stochastic controllability of linear discrete systems with multiplicative noise ⋮ On the orthogonality of suboptimum estimate in the combined estimation and control problem

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