Stochastic optimal control of a descriptor system
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Publication:2215287
DOI10.1007/s10559-020-00236-7zbMath1454.93296MaRDI QIDQ2215287
Anatoliy Rutkas, Larisa Vlasenko, V. V. Semenets, A. A. Chikrii
Publication date: 11 December 2020
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-020-00236-7
stochastic optimal controltransient statequadratic cost functionalWiener random processradio engineering filterstochastic differential algebraic equation
93E11: Filtering in stochastic control theory
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E20: Optimal stochastic control
93C15: Control/observation systems governed by ordinary differential equations
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Optimistic value-based optimal control problems with uncertain discrete-time noncausal systems, Decomposition of descriptor control systems, On a descriptor pursuit game, Expected value based optimal control for discrete-time stochastic noncausal systems
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