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

DOI10.1016/0022-247X(90)90106-PMaRDI QIDQ751610zbMATHOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 3718058 (Why is no real title available?)
• scientific article; zbMATH DE number 3623418 (Why is no real title available?)
• scientific article; zbMATH DE number 3263866 (Why is no real title available?)
• CONVEXITY OF VALUES OF VECTOR INTEGRALS, THEOREMS ON MEASURABLE CHOICE AND VARIATIONAL PROBLEMS

Cited in

(2)

• A stochastic optimal feedback control problem with random-sized jumps
• scientific article; zbMATH DE number 4014597 (Why is no real title available?)

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