Optimal control, repair and inventory strategies for a linear stochastic system

On the Optimal Control Problem for a Linear Stochastic System with an Unstable State Matrix Unbounded at Infinity

Automation and Remote Control ◽

10.1134/s0005117919020048 ◽

2019 ◽

Vol 80 (2) ◽

pp. 250-261 ◽

Cited By ~ 1

Author(s):

E. S. Palamarchuk

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic System ◽

Unstable State ◽

State Matrix ◽

Linear Stochastic System

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Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping

Optimal Control Applications and Methods ◽

10.1002/oca.2251 ◽

2016 ◽

Vol 38 (2) ◽

pp. 205-228 ◽

Cited By ~ 2

Author(s):

Vasile Dragan ◽

Hiroaki Mukaidani

Keyword(s):

Optimal Control ◽

White Noise ◽

Stochastic System ◽

Singularly Perturbed ◽

Markovian Jumping ◽

Linear Stochastic System ◽

Multiplicative White Noise

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Some Results on Optimal Control for a Partially Observed Linear Stochastic System with an Exponential Quadratic Cost

IFAC Proceedings Volumes ◽

10.3182/20140824-6-za-1003.00522 ◽

2014 ◽

Vol 47 (3) ◽

pp. 8695-8698 ◽

Cited By ~ 1

Author(s):

T.E. Duncan ◽

B. Pasik-Duncan

Keyword(s):

Optimal Control ◽

Stochastic System ◽

Quadratic Cost ◽

Linear Stochastic System ◽

Partially Observed

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Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system

International Journal of Control ◽

10.1080/00207170701364913 ◽

2007 ◽

Vol 80 (9) ◽

pp. 1439-1453 ◽

Cited By ~ 74

Author(s):

W. Li ◽

E. Todorov

Keyword(s):

Optimal Control ◽

Stochastic System ◽

Linearization Methods ◽

Linear Stochastic System ◽

Non Linear

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Optimal control of the state statistics for a linear stochastic system

2015 54th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2015.7403245 ◽

2015 ◽

Author(s):

Yongxin Chen ◽

Tryphon Georgiou ◽

Michele Pavon

Keyword(s):

Optimal Control ◽

Stochastic System ◽

The State ◽

Linear Stochastic System

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Optimal control of linear stochastic system using smoothed estimate of phase coordinates

Automation and Remote Control ◽

10.1134/s0005117915110028 ◽

2015 ◽

Vol 76 (11) ◽

pp. 1918-1930

Author(s):

V. A. Bukhalev ◽

V. A. Boldinov ◽

S. P. Pryadkin ◽

A. A. Skrynnikov

Keyword(s):

Optimal Control ◽

Stochastic System ◽

Linear Stochastic System ◽

Phase Coordinates

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