A stochastic optimal regulator for a class of nonlinear systems

DOI10.1155/2019/9763193zbMATH Open1435.93180OpenAlexW2979400836MaRDI QIDQ2299031FDOQ2299031

Authors: Gabriella Mavelli, G. Palombo, P. Palumbo 

Publication date: 20 February 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/9763193

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

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Cited In (4)

• Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables
• Successive Linearization NMPC for a Class of Stochastic Nonlinear Systems
• Near-optimum regulators for stochastic linear singularly perturbed systems
• Optimal regulator for a class of nonlinear stochastic systems with random coefficients

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