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)

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)

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Cites work

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• scientific article; zbMATH DE number 3550526 (Why is no real title available?)
• scientific article; zbMATH DE number 3365976 (Why is no real title available?)
• Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval

Cited in

(11)

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• Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements
• The technique for accurate and approximate synthesis of optimal continuous-time stochastic control systems
• Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems
• Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: a survey
• System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
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• Optimizing quasilinear stochastic dynamical systems with complex structure
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