On the synthesis of optimal control for the continuous-time linear stochastic systems with singular mean-square performance index

DOI10.1016/0378-4754(87)90136-4zbMATH Open0615.93080OpenAlexW2054583714MaRDI QIDQ1821083FDOQ1821083

Authors: A. P. Serebrovskij 

Publication date: 1987

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(87)90136-4

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zbMATH Keywords

asymptotic behaviorcontinuous-timesingular mean-square performance indexsub-optimal control

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Synthesis problems (93B50) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• On a Matrix Riccati Equation of Stochastic Control
• Regression and the Moore-Penrose pseudoinverse
• Singular perturbations and singular arcs--Part I
• Suboptimal control design in a problem with singular control cost

Cited In (2)

• The technique for accurate and approximate synthesis of optimal continuous-time stochastic control systems
• Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods

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