Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization
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Publication:6083897
DOI10.1002/rnc.5339zbMath1525.93483MaRDI QIDQ6083897
Lyes Nechak, Caroline Kulcsár, Henri-François Raynaud
Publication date: 31 October 2023
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
uncertaintymodel reductionbalanced truncationrandom parametersgeneralized polynomial chaosparameter-dependent systemsstochastic linear quadratic controlintrusive and nonintrusive schemes
System structure simplification (93B11) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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