Nonlinear feedback systems perturbed by noise: steady-state probability distributions and optimal control

DOI10.1109/9.863596zbMath0972.93076OpenAlexW2111977069MaRDI QIDQ4507186

Roger W. Brockett, Daniel Liberzon

Publication date: 17 October 2000

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

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.33.2127

zbMATH Keywords

stochastic optimal controlwhite noisenonlinear feedback systemsquantized feedbacksteady-state probability density

Mathematics Subject Classification ID

Feedback control (93B52) Nonlinear systems in control theory (93C10) Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20)

Related Items (7)

Stochastic algorithms for robustness of control performances ⋮ Kernel methods for the approximation of some key quantities of nonlinear systems ⋮ Stochastic weak passivity for weakly stabilizing stochastic systems with nonvanishing noise ⋮ Detecting stochastic governing laws with observation on stationary distributions ⋮ Hybrid feedback stabilization of systems with quantized signals ⋮ Probabilistic model validation for uncertain nonlinear systems ⋮ Static and dynamic quantization in model-based networked control systems

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