Instability of optimal stochastic control systems under parameter variations

DOI10.2514/3.6191MaRDI QIDQ5623582zbMATH OpenOpenAlexFDO

Authors 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

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

Cited in

(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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