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

DOI10.1134/S0005117915110028MaRDI QIDQ276148zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 1105202 (Why is no real title available?)
• scientific article; zbMATH DE number 3223253 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• Optimization of stochastic systems. Topics in discrete-time systems

Cited in

(2)

• Prediction of extremal values of phase variables of stochastic systems
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