Optimal Stabilization of Families of Linear Stochastic Differential Equations with Jump Coefficients and Multiplicative Noise

DOI10.1137/0325087zbMath0636.93077OpenAlexW2165982241MaRDI QIDQ3777928

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325087

zbMATH Keywords

parameter optimization stabilizing controllers additive and multiplicative white Gaussian noise feedback control system with jump Markov coefficients

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (5)

Stochastic stability analysis for fault tolerant control systems with multiple failure processes ⋮ A Markov chain that models genetic algorithms in noisy environments ⋮ Markov chain analysis of genetic algorithms applied to fitness functions perturbed concurrently by additive and multiplicative noise ⋮ Averaged dynamics and pole assignment for a class of stochastic systems ⋮ Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization

This page was built for publication: Optimal Stabilization of Families of Linear Stochastic Differential Equations with Jump Coefficients and Multiplicative Noise