On the synthesis of optimal control for the continuous-time linear stochastic systems with singular mean-square performance index (Q1821083)
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scientific article; zbMATH DE number 3997691
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| English | On the synthesis of optimal control for the continuous-time linear stochastic systems with singular mean-square performance index |
scientific article; zbMATH DE number 3997691 |
Statements
On the synthesis of optimal control for the continuous-time linear stochastic systems with singular mean-square performance index (English)
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1987
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Some necessary and sufficient conditions are found for the existence of an optimal control for systems with a singular mean-square performance index. Optimal control is obtained by the use of the pseudo-inverse. The asymptotic behavior of sub-optimal control is also studied.
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singular mean-square performance index
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asymptotic behavior
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sub-optimal control
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continuous-time
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0.8067505359649658
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0.8058271408081055
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0.788017988204956
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