M-measurements indefinite linear quadratic optimal control for bilinear stochastic systems with multiplicative noises

DOI10.3724/SP.J.1004.2013.00159MaRDI QIDQ2859880zbMATH OpenOpenAlexFDO

Authors Guojing Xing, Chenghui Zhang, Peng Cui

Publication date 19 November 2013

Published in Acta Automatica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3724/sp.j.1004.2013.00159

zbMATH Keywords

bilinear stochastic systemindefinite linear quadratic controlM-measurements feedbackmultiplicative noise

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Dynamic programming (90C39) Feedback control (93B52) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cited in

(1)

• Simultaneous design of measurement and control strategies for stochastic systems with feedback

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