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

zbMATH1212.93324MaRDI QIDQ3584682FDOQ3584682

Authors Vasile Dragan, Toader Morozan

Publication date 30 August 2010

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)

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• Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces
• Perturbation of multivariable linear quadratic systems with jump parameters
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• 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

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