Optimal control of linear stochastic system using smoothed estimate of phase coordinates

DOI10.1134/S0005117915110028zbMATH Open1338.93399OpenAlexW2172414089MaRDI QIDQ276148FDOQ276148

Authors: V. A. Bukhalev, V. A. Boldinov, S. P. Pryadkin, A. A. Skrynnikov 

Publication date: 27 April 2016

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

Full work available at URL: https://doi.org/10.1134/s0005117915110028

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites Work

• Optimization of stochastic systems. Topics in discrete-time systems
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Cited In (2)

• Prediction of extremal values of phase variables of stochastic systems
• Title not available (Why is that?)

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