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

DOI10.1134/S0005117915110028zbMath1338.93399OpenAlexW2172414089MaRDI QIDQ276148

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

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

Mathematics Subject Classification ID

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

Cites Work

• Optimization of stochastic systems. Topics in discrete-time systems
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