Uncertain random linear quadratic control with multiplicative and additive noises

DOI10.1002/ASJC.2460MaRDI QIDQ6578636FDOQ6578636

Authors: Xin Chen, Yuanguo Zhu 

Publication date: 25 July 2024

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

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zbMATH Keywords

discrete-time systemsoptimal controllinear quadraticrecurrence equationschance theory

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cites Work

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Cited In (2)

• Linear quadratic control for multiple time-delayed uncertain random systems
• Linear quadratic zero-sum game for time-delayed uncertain stochastic systems

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