Least Controls for a Class of Constrained Linear Stochastic Systems

DOI10.1287/MOOR.18.2.275MaRDI QIDQ5287982zbMATHOpenAlexFDO

Authors Ping Yang

Publication date 5 August 1993

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.18.2.275

zbMATH Keywords

constrained linear stochastic systemsleast control

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

Recommendations

• Optimal control for controllable stochastic linear systems
• Constrained minimum variance control for discrete-time stochastic linear systems
• Stochastic minimum-energy control
• Control of linear systems under state-control constraints

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(1)

• Diffusion approximations for re-entrant lines with a first-buffer-first-served priority discipline

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