Stability analysis and optimal control of stochastic singular systems

DOI10.1007/s11590-013-0687-5zbMath1301.93169MaRDI QIDQ742403

Shuangyun Xing, Zhang, Qingling

Publication date: 18 September 2014

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-013-0687-5

zbMATH Keywords

mean-square stability; stochastic singular systems; linear quadratic (LQ) control; stochastic generalized Riccati equation

Mathematics Subject Classification ID

93E20: Optimal stochastic control

93E15: Stochastic stability in control theory

91G10: Portfolio theory

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