Optimal stabilization of stochastic systems
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Existence of optimal solutions to problems involving randomness (49J55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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
- 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
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- 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)- Stochastic nonlinear stabilization. II: Inverse optimality
- Optimal control of a stochastic system with an exponential-of-integral performance criterion
- On stabilization of Itô stochastic time-varying systems
- On the optimal stabilization of an integral manifold
- Stabilization of partially observed stochastic evolution systems
- Analysis and optimization of nonlinear stochastic systems that are asymptotically stable in distribution
- Optimal superexponential stabilization of solutions of linear stochastic differential equations
- Optimal stochastic control for performance- and stability-robustness
- scientific article; zbMATH DE number 5955594 (Why is no real title available?)
- Optimal, stabilizing control of a stochastic system driven by randomly correlated noise
- scientific article; zbMATH DE number 3983032 (Why is no real title available?)
- Risk and control of a stochastic distributed system using the level exceeding probability of an integral quadratic criterion
- scientific article; zbMATH DE number 175798 (Why is no real title available?)
- Optimal Stabilization Control for Discrete-Time Mean-Field Stochastic Systems
- Stability-Preserving Optimization in the Presence of Fast Disturbances
- Nonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systems
- Stabilization with discounted optimal control
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