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On control of two-scale stochastic systems with linear dynamics in the fast variables

✍ Scribed by Yuri M Kabanov; Wolfgang J. Runggaldier

Publisher
Springer
Year
1996
Tongue
English
Weight
692 KB
Volume
9
Category
Article
ISSN
0932-4194

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πŸ“œ SIMILAR VOLUMES

On the synthesis of optimal control for
On the synthesis of optimal control for the continuous-time linear stochastic systems with singular mean-square performance index
✍ A.P. Serebrovski πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 724 KB

Some necessary and sufficient conditions are found for the existence of the optimal control for systems with a singular mean-square performance index. Optimal control is obtained by the use of pseudo-inverse. The asymptotic behavior of sub-optimal control is also studied.