Publication:4651858
From MaRDI portal
zbMath1081.93001MaRDI QIDQ4651858
Marcelo Dutra Fragoso, Oswaldo L. V. Costa, R. P. Marques
Publication date: 22 February 2005
stability; optimal control; robust control; Riccati equations; Markov chain; filtering; stochastic perturbation; linear filter
93E11: Filtering in stochastic control theory
93E20: Optimal stochastic control
49K45: Optimality conditions for problems involving randomness
49-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control
93-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
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