Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems

DOI10.1109/9.40747MaRDI QIDQ3469020zbMATH OpenOpenAlexFDO

Authors Engin Yaz

Publication date 1989

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.40747

zbMATH Keywords

discrete-time nonlinear stochastic control systemsquadratically optimal controllers

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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(19)

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• State estimation of uncertain nonlinear stochastic systems with general criteria
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