Optimal stabilization of stochastic systems
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Linear systems in control theory (93C05) Model systems in control theory (93C99) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) 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 3438157 (Why is no real title available?)
- A direct way to stabilize continuous-time and discrete-time linear time-varying systems
- Criterion of existence of an optimal control for a class of linear stochastic systems
- Linear filter in the stabilization problem for linear stochastic systems with incomplete information
- On the optimal stabilization of controlled systems
- Optimal stabilization of linear stochastic systems
- Stability and stabilization of stochastic systems with respect to some of the variables
- Stabilization of a linear stochastic system subjected to White noise - type parametric disturbances
- Upper and lower bounds on the solution of the algebraic Riccati equation
Cited in
(17)- On the optimal stabilization of an integral manifold
- Optimal control of a stochastic system with an exponential-of-integral performance criterion
- Optimal, stabilizing control of a stochastic system driven by randomly correlated noise
- scientific article; zbMATH DE number 5955594 (Why is no real title available?)
- Analysis and optimization of nonlinear stochastic systems that are asymptotically stable in distribution
- Optimal Stabilization Control for Discrete-Time Mean-Field Stochastic Systems
- Optimal superexponential stabilization of solutions of linear stochastic differential equations
- On stabilization of Itô stochastic time-varying systems
- scientific article; zbMATH DE number 3983032 (Why is no real title available?)
- Stabilization of partially observed stochastic evolution systems
- Stochastic nonlinear stabilization. II: Inverse optimality
- scientific article; zbMATH DE number 175798 (Why is no real title available?)
- Optimal stochastic control for performance- and stability-robustness
- Stabilization with discounted optimal control
- Risk and control of a stochastic distributed system using the level exceeding probability of an integral quadratic criterion
- Stability-Preserving Optimization in the Presence of Fast Disturbances
- Nonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systems
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