Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations

Automatica

Volumn 35, Issue 5, 1999, Pages 951-954

  Gajic, Zoran ^a   Losada, Ricardo ^a  

^a RUTGERS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGEBRA; ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; LINEAR PROGRAMMING; LYAPUNOV METHODS; PROBLEM SOLVING; QUADRATIC PROGRAMMING; RICCATI EQUATIONS; SPURIOUS SIGNAL NOISE; STOCHASTIC CONTROL SYSTEMS; SYSTEM STABILITY;

MONOTONIC CONVERGENCE;

OPTIMAL CONTROL SYSTEMS;

EID: 0033132921     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(98)00232-5     Document Type: Article

References (13)

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