Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods

DOI10.1134/S0005117914110058zbMATH Open1327.93416MaRDI QIDQ891622FDOQ891622

Authors: N. E. Zubov 

Publication date: 17 November 2015

Published in: Automation and Remote Control (Search for Journal in Brave)

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Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Synthesis problems (93B50) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cites Work

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• Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval

Cited In (10)

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• System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
• Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems
• Title not available (Why is that?)
• The technique for accurate and approximate synthesis of optimal continuous-time stochastic control systems
• Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: a survey
• Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis
• Method of adaptive filtering in the problem of restoring parameters of cosmic radiation
• Optimizing quasilinear stochastic dynamical systems with complex structure
• Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval

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