Controller design of systems with multiplicative noise

DOI10.1109/TAC.1985.1103828zbMath0569.93070OpenAlexW2066577352MaRDI QIDQ3688293

Yannis A. Phillis

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1109/tac.1985.1103828

zbMATH Keywords

incomplete state informationfinite-horizon controlinfinite- horizonContinuous stochastic systemsscalar multiplicative and vector additive noises

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Model systems in control theory (93C99)

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