Quadratic control of affine discrete-time, periodic systems with independent random perturbations (Q2168002)
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| Language | Label | Description | Also known as |
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| English | Quadratic control of affine discrete-time, periodic systems with independent random perturbations |
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Quadratic control of affine discrete-time, periodic systems with independent random perturbations (English)
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30 August 2022
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Summary: In this paper we consider the affine discrete-time, periodic systems with independent random perturbations and we solve, under stabilizability and uniform observability or detectability conditions, the discrete time version of the quadratic control problem introduced in [\textit{G. Da Prato} and \textit{A. Ichikawa}, Appl. Math. Optim. 18, No. 1, 39--66 (1988; Zbl 0647.93057)].
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exponential stability
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detectability and observability
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quadratic control
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Riccati equation
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