Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval

DOI10.1134/S0005117911110129zbMATH Open1269.93103MaRDI QIDQ2392622FDOQ2392622

Authors Yanyan Li 

Publication date 2 August 2013

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

zbMATH Keywords

stochastic dynamical systemincomplete state informationcontrol strategy synthesisstabilization cost

Mathematics Subject Classification ID

Synthesis problems (93B50) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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Cites work

• scientific article; zbMATH DE number 3054885 (Why is no real title available?)
• Analytical controller design. I
• Ordinary differential equations in Banach spaces

Cited in

(5)

• Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system
• Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements
• System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
• Optimal control of quasi-linear systems of the diffusion type under incomplete information on the state
• Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods

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