scientific article; zbMATH DE number 6481331
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Publication:2942965
zbMATH Open1320.93095MaRDI QIDQ2942965FDOQ2942965
Authors: V. G. Zadorozhnij, I. P. Yakubenko 
Publication date: 11 September 2015
Title of this publication is not available (Why is that?)
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quadratic performance indexlinear control systemstochastic parametersmathematical models of the optimal controlmoment functions of optimal control
Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
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
- Title not available (Why is that?)
- Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems
- Title not available (Why is that?)
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients
- Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II
- The Norm Optimal Control Problem for Stochastic Linear Control Systems
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