The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters

DOI10.1080/00207178408933286MaRDI QIDQ3343903zbMATH OpenOpenAlexWikidataFDO

Authors A. R. Tiedemann, Willem L. De Koning

Publication date 1984

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178408933286

zbMATH Keywords

continuous-time systemequivalent discrete-time systemfirst and second momentsstochastic parameters

Mathematics Subject Classification ID

Transformations (93B17) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Optimal stochastic control (93E20)

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Cites work

• Equivalent discrete optimal control problem for randomly sampled digital control systems
• Feedback stabilizability for stochastic systems with state and control dependent noise
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• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• scientific article; zbMATH DE number 3342967 (Why is no real title available?)
• Mean square stability criteria for stochastic feedback systems
• On the behaviour of optimal linear sampled-data regulators†
• Optimal linear stochastic control for systems with multiplicative noise
• Optimal Stationary Control of a Linear System with State-Dependent Noise
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Stabilization of Linear Systems by Noise

Cited in

(13)

• Robust stability for sampled-data control systems
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• The equivalent discrete-time optimal control problem for time-varying continuous-time systems with white stochastic parameters
• Digital optimal control of continuous-time systems with control delay
• Optimal control versus stochastic target problems: an equivalence result
• Optimal projection equations for discrete-time fixed-order dynamic compensation of linear systems with multiplicative white noise
• Robust reinforcement learning for stochastic linear quadratic control with multiplicative noise
• A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
• scientific article; zbMATH DE number 7300554 (Why is no real title available?)
• Equivalent optimal compensation problem in the delta domain for systems with white stochastic parameters
• Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model
• Policy gradient methods for discrete time linear quadratic regulator with random parameters

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