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Avtomatika i Telemekhanika, 2006, Issue 7, Pages 88–94
(Mi at1211)
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This article is cited in 3 scientific papers (total in 3 papers)
Stochastic Systems
Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem
D. V. Yurchenko Moscow State University of Railway Communications
Abstract:
The control laws for the stochastic linear undamped system buried in Gaussian white noise were compared. Consideration was given to the magnitude-bounded and unbounded linear feedback controls. The laws were compared for the purpose of possible replacement by the linear-quadratic procedure of the procedure of determination of the switching lines for the bounded-control law.
Citation:
D. V. Yurchenko, “Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem”, Avtomat. i Telemekh., 2006, no. 7, 88–94; Autom. Remote Control, 67:7 (2006), 1093–1099
Linking options:
https://www.mathnet.ru/eng/at1211 https://www.mathnet.ru/eng/at/y2006/i7/p88
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Statistics & downloads: |
Abstract page: | 229 | Full-text PDF : | 56 | References: | 41 | First page: | 1 |
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