Optimal Stationary Control with State Control Dependent Noise

Cited in

(19)

Stabilization of linear stochastic systems with state and control dependent perturbations
Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics
Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
A note on the stabilizability of stochastic heat equations with multiplicative noise.
System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
Stability and stabilization of uncertain 2-D discrete systems with stochastic perturbation
Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise
Effect of displacement of optimal control in stabilization problems for quasi-linear diffusion-type stochastic systems
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems
Solution to stochastic LQR problem with multiple inputs
Discrete bilinear stochastic systems with time-varying delay: Stability analysis and control synthesis
Stability and stabilizability of stochastic evolution equations on Hilbert spaces
Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
On the instability of an oscillatory distributed parameter system
Method of stochastic sensitivity synthesis in a stabilisation problem for nonlinear discrete systems with incomplete information
Optimal control of ultimately bounded stochastic processes
Newton's method for a rational matrix equation occurring in stochastic control
Vertex‐dependent filtering of retarded uncertain state‐multiplicative noisy systems

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