scientific article; zbMATH DE number 4031554

MaRDI QIDQ3772113zbMATH OpenFDO

Authors Fuxiang Chen

Publication date 1987

zbMATH Keywords

colored noisequasioptimal output feedback controlstochastic linear quadratic control

Mathematics Subject Classification ID

Singular perturbations for ordinary differential equations (34E15) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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• Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise
• Cost function calculation for stationary, linear-quadratic systems with colored noise
• scientific article; zbMATH DE number 1150369 (Why is no real title available?)

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