Linear quadratic optimization problems for some discrete-time stochastic linear systems

zbMATH Open1212.93324MaRDI QIDQ3584682FDOQ3584682

Authors: Vasile Dragan, Toader Morozan 

Publication date: 30 August 2010

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zbMATH Keywords

Markov chaindiscrete-time stochastic systemindependent random perturbationslinear quadratic problemdiscrete-time Riccati equation

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Discrete-time control/observation systems (93C55) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cited In (8)

• Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces
• Title not available (Why is that?)
• Suboptimal linear feedback for a class of stochastic discrete-time systems
• The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping
• Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
• Perturbation of multivariable linear quadratic systems with jump parameters
• Title not available (Why is that?)
• Title not available (Why is that?)

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