Title :
An analytical characterization of stabilizability for families of linear systems with state-dependent noise
Author_Institution :
Princeton University, Princeton, New Jersey, USA
Abstract :
The problem of stabilizing families of linear systems by constant feedback has been studied extensively. One approach relates stabilizability to the solvability of a certain optimal control problem [1]. This paper extends that connection to the case of diffusion processes with linear drift and atone diffusion coefficients.
Keywords :
Control systems; Cost function; Differential equations; Integral equations; Linear feedback control systems; Linear systems; Optimal control; State feedback; Stochastic processes; Uncertainty;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268585
