Infinite horizon optimal control of linear discrete time systems with stochastic parameters
From MaRDI portal
Publication:1168275
DOI10.1016/0005-1098(82)90072-3zbMath0492.93057OpenAlexW2112284360MaRDI QIDQ1168275
Publication date: 1982
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(82)90072-3
Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Observability (93B07) Stochastic systems in control theory (general) (93E03)
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Cites Work
- Optimization of stochastic systems. Topics in discrete-time systems
- On the matrix Riccati equation for linear systems with random gain
- The uncertainty threshold principle: Some fundamental limitations of optimal decision making under dynamic uncertainty
- Further results on the uncertainty threshold principle
- Stochastic controllability of linear discrete systems with multiplicative noise
- Controllability of Discrete, Linear, Random Dynamical Systems
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