Optimal Stabilization of Linear Stochastic System with Statistically Uncertain Piecewise Constant Drift
The paper presents an optimal control problem for the partially observable stochastic differential system driven by an external Markov jump process. The available controlled observations are indirect and corrupted by some Wiener noise. The goal is to optimize a linear function of the state (output)...
| Auteurs principaux: | , , |
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| Format: | Article |
| Langue: | English |
| Publié: |
MDPI AG
2022-01-01
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| Collection: | Mathematics |
| Sujets: | |
| Accès en ligne: | https://www.mdpi.com/2227-7390/10/2/184 |