Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems
- 1 January 1989
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 34 (11), 1176-1180
- https://doi.org/10.1109/9.40747
Abstract
The author considers a class of discrete-time nonlinear stochastic control systems whose nonlinearities are described by statistical means. By introducing the proper mean-square stabilizability and detectability properties of such systems and giving a characterization of these properties in terms of system parameters, he examines the steady-state properties of quadratically optimal controllers. A robustness property of these controllers is pointed out.Keywords
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