Suboptimal linear feedback for a class of stochastic discrete-time systems

DOI10.1016/0022-247X(90)90106-PzbMATH Open0714.93062OpenAlexW2057352616MaRDI QIDQ751610FDOQ751610

Authors: Pham T. Nhu 

Publication date: 1990

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(90)90106-p

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zbMATH Keywords

jump Markov and independent disturbancessuboptimal feedback

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cites Work

• CONVEXITY OF VALUES OF VECTOR INTEGRALS, THEOREMS ON MEASURABLE CHOICE AND VARIATIONAL PROBLEMS
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Cited In (2)

• Title not available (Why is that?)
• A stochastic optimal feedback control problem with random-sized jumps

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