Linear stochastic singular control problems

DOI10.1007/BF00932802MaRDI QIDQ2544880zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1972

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00932802

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Cites work

• A Counterexample in Stochastic Optimum Control
• A Transformation Approach to Singular Subarcs in Optimal Trajectory and Control Problems
• scientific article; zbMATH DE number 3373608 (Why is no real title available?)
• Necessary and sufficient conditions for optimality for singular control problems: A transformation approach

Cited in

(7)

• On a class of singularly-perturbed problems of optimal control
• Higher order sliding modes manifold design via singular LQ control
• Partial cheap control of the time-invariant regulator
• The difference and unity of irregular LQ control and standard LQ control and its solution
• State feedback control for stochastic regular linear quadratic tracking problem with input time delay
• Irregular LQG optimal control problem involving multiplicative noise
• Irregular linear-quadratic two-person nonzero-sum differential games

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