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

zbMATH Open1438.49053MaRDI QIDQ5223863FDOQ5223863

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

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zbMATH Keywords

stochastic systemssampled-data systempiecewise constant controlItô differential equations

Mathematics Subject Classification ID

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

Cited In (2)

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

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