LP-stabilization problem for linear stochastic control systems with multiplicative noise

DOI10.1007/BF00941829MaRDI QIDQ1102919zbMATH OpenFDO

Authors T. Sasagawa

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

multiplicative noiseLQ-problemLP-optimal control problempth mean stabilization

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3908307 (Why is no real title available?)
• scientific article; zbMATH DE number 3383329 (Why is no real title available?)
• Sufficient conditions for the exponentialP-stability andP-stabilizability of linear stochastic systems

Cited in

(6)

• scientific article; zbMATH DE number 4127142 (Why is no real title available?)
• New observer‐based controller design for LPV stochastic systems with multiplicative noise
• Stability against small noises in control problems with non-Lipschitz right-hand side of the dynamic equation
• scientific article; zbMATH DE number 6311068 (Why is no real title available?)
• Optimal Stabilization of Families of Linear Stochastic Differential Equations with Jump Coefficients and Multiplicative Noise
• Parametrization method for calculating exact stability bounds of stochastic linear systems with multiplicative noise

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