Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients

DOI10.3166/ejc.11.619-631zbMath1293.93777OpenAlexW1997522895MaRDI QIDQ2512024

Toader Morozan, Vasile Dragan

Publication date: 7 August 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3166/ejc.11.619-631

zbMATH Keywords

periodic coefficientslinear stochastic systemsRiccati differential equations\(H^2\)-norms

Mathematics Subject Classification ID

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

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