Equivalent discrete optimal control problem for randomly sampled digital control systems

DOI10.1080/00207728008967059zbMath0451.93066OpenAlexW2141989015MaRDI QIDQ3898415

Willem L. de Koning

Publication date: 1980

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728008967059

zbMATH Keywords

stochastic samplingdigital controldeterministic sampling

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20) Ordinary differential equations and systems with randomness (34F05) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)

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Cites Work

• A separation theorem for the stochastic sampled-data LQG problem
• On the behaviour of optimal linear sampled-data regulators†
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