Mathematical Methods in Robust Control of Linear Stochastic Systems

DOI10.1007/978-1-4614-8663-3zbMath1296.93001OpenAlexW4301959836MaRDI QIDQ5402187

Toader Morozan, Adrian-Mihail Stoica, Vasile Dragan

Publication date: 6 March 2014

Full work available at URL: https://doi.org/10.1007/978-1-4614-8663-3

optimal control robust control stochastic differential equations filtering Riccati equation stochastic stabilization

Sensitivity (robustness) (93B35) Stabilization of systems by feedback (93D15) Linear systems in control theory (93C05) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) White noise theory (60H40) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03)

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