Quadratic control of affine discrete-time, periodic systems with independent random perturbations

zbMATH Open1493.93058MaRDI QIDQ2168002FDOQ2168002

Authors: V. M. Ungureanu 

Publication date: 30 August 2022

Published in: Portugaliae Mathematica. Nova Série (Search for Journal in Brave)

Full work available at URL: https://www.emis.de/journals/PM/62f3/pm62f305.pdf

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zbMATH Keywords

exponential stabilityRiccati equationquadratic controldetectability and observability

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20) Periodic solutions of difference equations (39A23)

Cited In (4)

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• Temporal stabilizability and compensatability of time-varying linear discrete-time systems with white stochastic parameters

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