Optimal Stationary Control with State Control Dependent Noise
- 1 May 1971
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 9 (2) , 184-198
- https://doi.org/10.1137/0309016
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by NoiseSIAM Journal on Control, 1969
- On pole assignment in multi-input controllable linear systemsIEEE Transactions on Automatic Control, 1967
- Optimal Stationary Control of a Linear System with State-Dependent NoiseSIAM Journal on Control, 1967
- Some remarks concerning the stability of a linear stochastic systemJournal of Applied Mathematics and Mechanics, 1966
- A Liapunov method for the estimation of statistical averagesJournal of Differential Equations, 1966
- Liapunov criteria for weak stochastic stabilityJournal of Differential Equations, 1966
- On almost sure asymptotic sample properties of diffusion processes defined by stochastic differential equationKyoto Journal of Mathematics, 1965
- Markov ProcessesPublished by Springer Nature ,1965