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

MaRDI QIDQ2168002zbMATH OpenFDO

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

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)

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