Numerical solution of the state dependent noise problem
From MaRDI portal
Publication:4088706
DOI10.1109/TAC.1976.1101248zbMath0324.93044OpenAlexW2143703396MaRDI QIDQ4088706
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
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
An improved iterative algorithm for solving optimal tracking control problems of stochastic systems ⋮ 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
This page was built for publication: Numerical solution of the state dependent noise problem