Minimum energy and maximum accuracy optimal control of linear stochastic systems

DOI10.1080/00207177508922064MaRDI QIDQ4096844zbMATH OpenOpenAlexFDO

Authors

Publication date 1975

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177508922064

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cites work

• Mean square stability criteria for stochastic feedback systems
• The maximally achievable accuracy of linear optimal regulators and linear optimal filters

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