scientific article; zbMATH DE number 6481331

MaRDI QIDQ2942965zbMATH OpenFDO

Authors V. G. Zadorozhnij, I. P. Yakubenko

Publication date 11 September 2015

zbMATH Keywords

quadratic performance indexlinear control systemstochastic parametersmathematical models of the optimal controlmoment functions of optimal control

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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Cited in

(11)

• \(H^{2}\) optimal control for linear stochastic systems
• Mixed optimal control for discrete-time stochastic systems with random coefficients
• Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System
• Optimal control of a linear system subject to partially specified input noise
• Optimization of linear systems with controllable coefficients
• scientific article; zbMATH DE number 530006 (Why is no real title available?)
• Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems
• scientific article; zbMATH DE number 1120054 (Why is no real title available?)
• Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II
• Optimal regulator for a class of nonlinear stochastic systems with random coefficients
• The Norm Optimal Control Problem for Stochastic Linear Control Systems

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