Robust Control of Linear Stochastic Systems with Fully Observable State

DOI10.4064/AM-24-1-35-46MaRDI QIDQ4895382zbMATH OpenOpenAlexFDO

Authors Alexander S. Poznyak, Michael Taksar

Publication date 3 December 1996

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219150

zbMATH Keywords

linear systemmatrix Riccati equationoptimal stochastic controlrobust control

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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(2)

• scientific article; zbMATH DE number 29638 (Why is no real title available?)
• Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters

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