Balanced Averaging of Bilinear Systems with Applications to Stochastic Control

DOI10.1137/100796844zbMath1273.35273OpenAlexW2091160474MaRDI QIDQ2848590

Anastasia Thöns-Zueva, Carsten Hartmann, Boris Schäfer-Bung

Publication date: 26 September 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100796844

zbMATH Keywords

stochastic control bilinear systems averaging method Hankel singular values balanced truncation model order reduction generalized Lyapunov equations

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Time-scale analysis and singular perturbations in control/observation systems (93C70) Minimal systems representations (93B20) System structure simplification (93B11) Fokker-Planck equations (35Q84)

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