Optimal Control of Linear Stochastic Systems

DOI10.1080/00207176708921789zbMath0189.46901OpenAlexW2044882693MaRDI QIDQ5584307

Nan K. Loh, S. T. Ariaratnam

Publication date: 1967

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207176708921789

zbMATH Keywords

control theory

Related Items (1)

Optimal control and filtering of linear stochastic systems

Cites Work

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• A study of linear time-varying systems subject to stochastic disturbances
• On the theory of optimal control. Sufficient coordinates
• On the stability of the trajectory of markov processes
• Stability of a linear second order system under random parametric excitation
• Linear Systems with Stochastic Coefficients†
• On Almost Sure Stability of Linear Systems with Random Coefficients

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