Title :
On optimal stationary control of systems with state dependent noise
Author :
Rana, R.S. ; Mahalanabis, A.K.
Author_Institution :
Indian Institute of Technology, New Delhi, India
fDate :
10/1/1975 12:00:00 AM
Abstract :
This note proposes a simplified existence criterion for the linear quadratic optimal control law for systems with state dependent noise.
Keywords :
Linear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Adaptive control; Automatic control; Control systems; Feedback control; Frequency; Lyapunov method; Optimal control; Riccati equations; Stability; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1101056
