The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters
From MaRDI portal
Publication:3343903
DOI10.1080/00207178408933286zbMath0551.93080OpenAlexW1992948049WikidataQ126245542 ScholiaQ126245542MaRDI QIDQ3343903
A. R. Tiedemann, Willem L. de Koning
Publication date: 1984
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178408933286
Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Transformations (93B17) Optimal stochastic control (93E20) Model systems in control theory (93C99)
Related Items
Digital optimal control of continuous-time systems with control delay ⋮ A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization ⋮ Equivalent optimal compensation problem in the delta domain for systems with white stochastic parameters ⋮ Statistical and stabilizability properties of equivalent discrete-time systems with stochastic parameters ⋮ Optimal projection equations for discrete-time fixed-order dynamic compensation of linear systems with multiplicative white noise ⋮ Robust stability for sampled-data control systems ⋮ Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Feedback stabilizability for stochastic systems with state and control dependent noise
- Stabilization of Linear Systems by Noise
- Optimal linear stochastic control for systems with multiplicative noise
- Equivalent discrete optimal control problem for randomly sampled digital control systems
- Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
- On the behaviour of optimal linear sampled-data regulators†
- Optimal Stationary Control of a Linear System with State-Dependent Noise
- Mean square stability criteria for stochastic feedback systems
