Optimal Control for an Infinite-Dimensional Periodic Problem under White Noise Perturbations

DOI10.1137/0328014zbMATH Open0693.93086OpenAlexW1974645636MaRDI QIDQ3469022FDOQ3469022

Authors: Constantin Tudor 

Publication date: 1990

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0328014

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zbMATH Keywords

law of large numbersperiodic casewhite noise perturbations

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Cited In (6)

• The equivalent discrete-time optimal control problem for time-varying continuous-time systems with white stochastic parameters
• Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
• Stochastic uniform observability of general linear differential equations
• Tracking almost periodic signals under white noise perturbations
• Optimal Bounded Response Control for a Second-Order System Under a White-Noise Excitation
• Stochastic uniform observability of linear differential equations with multiplicative noise

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