Stochastic controllability of linear discrete systems with multiplicative noise

DOI10.1080/00207177808922359zbMath0375.93051OpenAlexW2132021973MaRDI QIDQ4154474

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

Related Items (6)

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

Cites Work

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

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