Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances
DOI10.1137/0325018zbMATH Open0621.93079OpenAlexW2081683152MaRDI QIDQ3758702FDOQ3758702
Wolfgang J. Runggaldier, Harold J. Kushner
Publication date: 1987
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0325018
Central limit and other weak theorems (60F05) Diffusion processes (60J60) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cited In (26)
- Derivation of a Kalman-type filter for linear systems with pointwise delay in signal noise
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Optimal controllability of manpower system with linear quadratic performance index
- Linear filtering for wide band noise driven observation systems
- Invariant Kalman filter for correlated wide band noises
- Optimal bounded control for stationary response of strongly nonlinear oscillators under combined harmonic and wide-band noise excitations
- Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation
- Diffusion approximation for \(GI/G/1\) controlled queues
- Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains
- State feedback control of linear systems in the presence of devices with finite signal-to-noise ratio
- On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators
- Control of dynamic systems under the influence of singularly perturbed Markov chains
- Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise
- Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems
- General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment
- Differential inequality approach for deterministic approximation in two person zero-sum stochastic differential games
- A topology for Markov controls
- Nearly Optimal controls for singularly perturbed wideband noise systems
- On ergodic control problems for singularly perturbed Markov processes
- Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations
- Near optimality of stochastic control in systems with unknown parameter processes
- Exponential stabilization of stochastic interval system with time dependent parameters
- Sustainable harvesting policies under long-run average criteria: near optimality
- Stabilization in probability and mean square of controlled stochastic dynamical system with state delay
- On diffusion approximation with discountinuous coefficients.
- First-passage failure minimization of stochastic Duffing-Rayleigh-Mathieu system
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