On stochastic optimality for a linear controller with attenuating disturbances
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Cites work
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- On a Stochastic Optimality of the Feedback Control in the LQG-Problem
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- Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem
- scientific article; zbMATH DE number 1066950 (Why is no real title available?)
- Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables
- On upper functions for anomalous diffusions governed by time-varying Ornstein-Uhlenbeck process
- Optimization of the superstable linear stochastic system applied to the model with extremely impatient agents
- On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix
- Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients
- Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process
- On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity
- Analysis of criteria for long-run average in the problem of stochastic linear regulator
- An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
- Optimall∞ disturbance attenuation and global stabilization of linear systems with bounded control
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