Stochastic controllability of linear discrete systems with multiplicative noise

DOI10.1080/00207177808922359MaRDI QIDQ4154474zbMATHOpenAlexFDO

Authors Sidney E. Harris

Publication date 1978

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

Full work available at URL https://doi.org/10.1080/00207177808922359

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Controllability (93B05) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15)

Cites work

• Controllability of Discrete, Linear, Random Dynamical Systems
• Instability of optimal stochastic control systems under parameter variations
• On stochastic controllability for nonlinear systems

Cited in

(6)

• A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
• Infinite horizon optimal control of linear discrete time systems with stochastic parameters
• Controllability of stochastic linear systems
• Stabilization of deterministic and stochastic-parameter discrete systems
• On discrete-time Riccati-like matrix difference equations with random coefficients
• Theoretical developments in discrete-time control

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