Nonlinear feedback systems perturbed by noise: Steady-state probability distributions and optimal control

IEEE Transactions on Automatic Control

Volumn 45, Issue 6, 2000, Pages 1116-1130

  Liberzon, Daniel ^a,b   Brockett, Roger W ^a,c  

^a IEEE   (United States)

^b Yale University   (United States)

^c HARVARD UNIVERSITY   (United States)

Author keywords

Nonlinear feedback system; Quantizer; Steady state probability density; Stochastic optimal control; White noise

Indexed keywords

CONSTRAINT THEORY; FEEDBACK CONTROL; LYAPUNOV METHODS; MATHEMATICAL OPERATORS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; PERTURBATION TECHNIQUES; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; STOCHASTIC CONTROL SYSTEMS; WHITE NOISE;

FOKKER-PLANCK OPERATOR; MONOTEMPERATURE SYSTEMS; NONLINEAR FEEDBACK SYSTEMS; STEADY STATE PROBABILITY DENSITY; STOCHASTIC OPTIMAL CONTROL;

NONLINEAR CONTROL SYSTEMS;

EID: 0034195810     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.863596     Document Type: Article

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