Control of a linear stochastic system by a probability functional

zbMATH Open0942.93046MaRDI QIDQ1285404FDOQ1285404

Authors: A. I. Kibzun, A. N. Sotskij 

Publication date: 21 August 2000

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

linear programmingalgorithmstochastic optimal controlsuboptimal controlBenders' decompositiondiscrete-time linear stochastic systemprobability reachability

Mathematics Subject Classification ID

Linear programming (90C05) Attainable sets, reachability (93B03) Optimal stochastic control (93E20)

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• Strategies of control in a linear stochastic system with non-Gaussian disturbances
• Generalized control systems in the space of probability measures
• On controlling stochastic sensitivity of oscillatory systems
• On stochastic sensitivity control in discrete systems
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• Controllability of linear stochastic control systems
• Probabilistic contraction under a control function
• On controllability of linear stochastic systems

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