Stochastic Optimal Control of a Descriptor System
Л. А. Власенко, А. Г. Руткас, Валерий Семенец, A. A. Chikriĭ
Topics & Concepts
UniquenessMatrix pencilConstraint (computer-aided design)MathematicsAlgebraic Riccati equationOptimal controlPencil (optics)White noiseQuadratic equationStochastic controlControl theory (sociology)Mathematical optimizationApplied mathematicsState (computer science)Algebraic numberDifferential equationStochastic differential equationComputer scienceRiccati equationControl (management)AlgorithmMathematical analysisArtificial intelligenceMechanical engineeringPhysicsStatisticsQuantum mechanicsGeometryEngineeringEigenvalues and eigenvectorsStability and Control of Uncertain SystemsStability and Controllability of Differential EquationsNumerical methods for differential equations