scientific article; zbMATH DE number 25732

MaRDI QIDQ3984145zbMATH OpenFDO

Authors Pham Tràn Nhu

Publication date 27 June 1992

zbMATH Keywords

continuous-timeexponential stabilityMarkov jump parametersoptimal stabilization

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 1419394
• Optimal Stabilization of Families of Linear Stochastic Differential Equations with Jump Coefficients and Multiplicative Noise
• Exponential stabilizability of stochastic systems with Markovian jumping parameters
• Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost

Cited in

(12)

• Stochastic nonlinear stabilization. II: Inverse optimality
• Exponential stabilizability of stochastic systems with Markovian jumping parameters
• Analysis and optimization of nonlinear stochastic systems that are asymptotically stable in distribution
• Optimal superexponential stabilization of solutions of linear stochastic differential equations
• Optimal stochastic control for performance- and stability-robustness
• Optimal, stabilizing control of a stochastic system driven by randomly correlated noise
• scientific article; zbMATH DE number 3983032 (Why is no real title available?)
• Optimal Stabilization of Families of Linear Stochastic Differential Equations with Jump Coefficients and Multiplicative Noise
• scientific article; zbMATH DE number 175798 (Why is no real title available?)
• Optimal Stabilization Control for Discrete-Time Mean-Field Stochastic Systems
• scientific article; zbMATH DE number 2163512 (Why is no real title available?)
• Optimal stabilization of stochastic systems

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 Q3984145)