48268

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Доклад

Название: 

Optimal stabilisation of a quasilinear stochastic system with controllable parameters

Электронная публикация: 

Да

ISBN/ISSN: 

978-1-5386-4556-7

DOI: 

10.1109/STAB.2018.8408384

Наименование конференции: 

  • 14th International Conference Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiys Conference) (STAB 2018, Moscow)

Наименование источника: 

  • Proceedings of 2018 14th International Conference Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiys Conference), STAB 2018

Город: 

  • Москва

Издательство: 

  • IEEE

Год издания: 

2018

Страницы: 

https://ieeexplore.ieee.org/document/8408384
Аннотация
In this paper we construct necessary conditions for the infinite horizon optimal stabilisation problem of a quasilinear stochastic system with controllable parameters. We propose that matrices in system and criterion (in general non-linearly) depend on vector parameter to be chosen. A particular case of this problem is the infinite-horizon LQG-problem for linear system with multiplicative noise and information constraints.

Библиографическая ссылка: 

Онегин Е.Е., Хрусталев М.М. Optimal stabilisation of a quasilinear stochastic system with controllable parameters / Proceedings of 2018 14th International Conference Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiys Conference), STAB 2018. М.: IEEE, 2018. С. https://ieeexplore.ieee.org/document/8408384.