Optimal, stabilizing control of a stochastic system driven by randomly correlated noise

DOI10.1080/00207178608933590zbMath0601.93062OpenAlexW1964035512WikidataQ126244327 ScholiaQ126244327MaRDI QIDQ3737353

Engin Yaz

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933590

zbMATH Keywords

linear stochastic systemconstant feedback controllersmean square and almost-sure asymptotic stability

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (2)

Reduced-order control of systems disturbed by randomly correlated noise sequences ⋮ Sliding-horizon optimal and certainty-equivalent controllers for stabilizing stochastic-parameter systems

Cites Work

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• On discrete-time Riccati-like matrix difference equations with random coefficients
• Stabilization of deterministic and stochastic-parameter discrete systems
• Equivalent discrete optimal control problem for randomly sampled digital control systems
• Observers for nonlinear stochastic systems

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