On the mean square minimization of the final value of an output of a linear stochastic controlled system

MaRDI QIDQ5223863zbMATH OpenFDO

Authors Vasile Dragan, Ivan Ganchev Ivanov

Publication date 18 July 2019

Full work available at URL http://aos.ro/wp-content/anale/MVol10Nr2Art.2.pdf

zbMATH Keywords

Itô differential equationspiecewise constant controlsampled-data systemstochastic systems

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Optimal feedback synthesis (49N35) Sampled-data control/observation systems (93C57) Control/observation systems involving computers (process control, etc.) (93C83)

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Cited in

(2)

• On the stochastic linear quadratic control problem with piecewise constant admissible controls
• The minimization of the mean square of the deviation of a random signal from a given target

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