scientific article; zbMATH DE number 17034
From MaRDI portal
Publication:3973724
[For the entire collection see Zbl 0702.00027.] It is considered a discrete linear control stochastic system and a least squares functional. It is proved that the optimal control in the mean square is asymptotic optimal in probability.
Recommendations
- scientific article; zbMATH DE number 3886636
- scientific article; zbMATH DE number 7401810
- Control of a linear stochastic system by a probability functional
- Asymptotically-optimum-in-distribution control actions for a linear stochastic system with a quadratic functional
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
- Оптимальность почти наверное и по вероятности для стохастического линейно-квадратического регулятора
- A stochastic linear-quadratic optimal control problem for stationary systems with quadratic constraints
- Nonlinear optimal controllers in stochastic systems with a linear plant and a quadratic functional
- ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem
Cited in
(9)- Suboptimal-in-probability control in the nonlinear stationary system
- Asymptotically-optimum-in-distribution control actions for a linear stochastic system with a quadratic functional
- Control of a linear stochastic system by a probability functional
- Analysis of problems on probabilistically optimal control of linear systems with discrete time
- Probability-asymptotically optimal controls in the problem on a linear controller with variable parameters
- Optimal control for linear discrete systems with respect to probabilistic criteria
- scientific article; zbMATH DE number 3886636 (Why is no real title available?)
- scientific article; zbMATH DE number 7401810 (Why is no real title available?)
- On stochastic optimality for a linear controller with attenuating disturbances
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3973724)
