Numerical solution of the state dependent noise problem

DOI10.1109/TAC.1976.1101248MaRDI QIDQ4088706zbMATH OpenOpenAlexFDO

Authors David L. Kleinman

Publication date 1976

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1976.1101248

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cited in

(7)

• Stabilization of linear stochastic systems with state and control dependent perturbations
• Two iterative algorithms for stochastic algebraic Riccati matrix equations
• Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems
• An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
• Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation
• An improved iterative algorithm for solving optimal tracking control problems of stochastic systems
• Reinforcement learning-based optimal control for Markov jump systems with completely unknown dynamics

This page was built for publication: Numerical solution of the state dependent noise problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4088706)