On stochastic optimality for a linear controller with attenuating disturbances

DOI10.1134/S0005117913040061zbMATH Open1275.93064OpenAlexW2001142753MaRDI QIDQ384244FDOQ384244

Authors: T. A. Belkina, E. S. Palamarchuk 

Publication date: 27 November 2013

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117913040061

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zbMATH Keywords

asymptotic behaviorattenuating disturbanceslinear controllerstochastic optimality

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

Cites Work

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• On a Stochastic Optimality of the Feedback Control in the LQG-Problem
• On Optimality in Probability and Almost Surely for Processes with a Communication Property. I. The Discrete Time Case

Cited In (16)

• Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional
• Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost
• Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables
• Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients
• On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix
• Title not available (Why is that?)
• An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
• Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process
• Optimization of the superstable linear stochastic system applied to the model with extremely impatient agents
• Optimal control for a linear quadratic problem with a stochastic time scale
• On upper functions for anomalous diffusions governed by time-varying Ornstein-Uhlenbeck process
• Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem
• On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity
• Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences
• Optimall∞ disturbance attenuation and global stabilization of linear systems with bounded control
• Analysis of criteria for long-run average in the problem of stochastic linear regulator

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