Overtaking Optimal Regulation and Tracking of Piecewise Diffusion Linear Systems

DOI10.1137/0330045MaRDI QIDQ4012455zbMATH OpenOpenAlexFDO

Authors Arie Leizarowitz, Alain Haurie

Publication date 27 September 1992

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0330045

zbMATH Keywords

imperfect state measurementinfinite horizon LQG problemreliability

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20)

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Cited in

(8)

• On overtaking optimal tracking for linear systems
• Monitoring cooperative equilibria in a stochastic differential game
• Time scale decomposition in production planning for unreliable flexible manufacturing systems
• Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
• Optimal overtaking control for linear time-varying systems
• Infinite horizon stochastic regulation and tracking with the overtaking criterion^∗
• Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
• On a Stochastic Optimality of the Feedback Control in the LQG-Problem

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