Linear optimal stochastic control using instantaneous output feedback‡

DOI10.1080/00207177108931951zbMath0224.93055OpenAlexW2023235943WikidataQ126255248 ScholiaQ126255248MaRDI QIDQ5630959

Peter J. McLane

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1080/00207177108931951

Mathematics Subject Classification ID

Feedback control (93B52) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items

Optimization of quasilinear stochastic control-nonlinear diffusion systems, Moment characteristic method in the optimal control theory of diffusion-type stochastic systems, Stabilization of linear systems with multiplicative perturbations and incomplete information, Sliding-horizon optimal and certainty-equivalent controllers for stabilizing stochastic-parameter systems, Feedback controllers for stochastic-parameter systems: Relations among various stabilizability conditions, Optimal instantaneous output-feedback controllers for linear stochastic systems, Optimal instantaneous output-feedback controllers for discrete-time linear systems with inaccessible state, Optimal low-order feedback controllers for discrete-time linear systems with inaccessible state, Feedback controllers for stochastic‐parameter systems: Relations among various stabilizability conditions, Guaranteed cost solution of optimal control and game problems for uncertain systems, Design of optimal constrained dynamic compensators for non-stationary linear stochastic systems, Minimum energy controllers with inequality constraints on output variances, Low sensitivity feedback gains for deterministic and stochastic control systems

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