Stabilization of linear systems in random horizon via control

MaRDI QIDQ5501002zbMATH OpenFDO

Authors Edward Kozłowski

Publication date 10 August 2015

zbMATH Keywords

stabilityoptimal controllinear quadratic controlrandom horizon

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete event control/observation systems (93C65) Stochastic stability in control theory (93E15)

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Cited in

(5)

• Stabilization of deterministic control systems under random sampling: overview and recent developments
• The linear-quadratic stochastic optimal control problem with random horizon at finite number of events independent of states system
• The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events
• Controllability, stabilization and the regulator problem for random differential systems
• Linear-quadratic optimal control problem with a random horizon

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