Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems

DOI10.1134/S0005117919070038MaRDI QIDQ2331469zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 29 October 2019

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117919070038

zbMATH Keywords

linear controlleroptimal stabilizationquasi-linear stochastic systems

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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Cites work

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• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
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• Rational matrix equations in stochastic control.
• Stability of stochastic systems with uncertain time delays
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• Stochastic differential equations. An introduction with applications.
• Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
• Stochastic linear quadratic regulators with indefinite control weight costs. II
• System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval

Cited in

(8)

• Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems
• System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
• On the partial stability problem for nonlinear discrete-time stochastic systems
• Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system
• Effect of displacement of optimal control in stabilization problems for quasi-linear diffusion-type stochastic systems
• scientific article; zbMATH DE number 4127142 (Why is no real title available?)
• Optimizing quasilinear stochastic dynamical systems with complex structure
• Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods

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