scientific article; zbMATH DE number 175798

MaRDI QIDQ4034855zbMATH OpenFDO

Authors I. Ya. Kats

Publication date 18 May 1993

zbMATH Keywords

optimal stabilization

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Review text

[For the entire collection see Zbl 0747.00019.] On considère une chaîne de Markov homogène \(y\) à temps continu et à espace d'état fini. Entre deux sauts de \(y\), le processus \(x\) est entraîné par la dynamique \(\dot x=A(y)x+B(y)u\), où \(u\) est un contrôle dépendant de \(x\) et \(y\), tandis que chaque saut de \(y\) détermine un saut de \(x\). L'auteur donne des conditions suffisantes d'existence et d'unicité de la solution d'un problème de stabilization optimale concernant ce système.

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Cited in

(1)

• Optimal Stabilization Control for Discrete-Time Mean-Field Stochastic Systems

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