Optimal Control of Linear Stochastic Systems

DOI10.1080/00207176708921789MaRDI QIDQ5584307zbMATH OpenOpenAlexFDO

Authors S. T. Ariaratnam, Nan K. Loh

Publication date 1967

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207176708921789

zbMATH Keywords

control theory

Cites work

• A study of linear time-varying systems subject to stochastic disturbances
• scientific article; zbMATH DE number 3234740 (Why is no real title available?)
• Linear Systems with Stochastic Coefficients†
• On Almost Sure Stability of Linear Systems with Random Coefficients
• On the stability of the trajectory of markov processes
• On the theory of optimal control. Sufficient coordinates
• Stability of a linear second order system under random parametric excitation

Cited in

(1)

• Optimal control and filtering of linear stochastic systems

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