DocumentCode
3067250
Title
An analytical characterization of stabilizability for families of linear systems with state-dependent noise
Author
Hopkins, W.E.
Author_Institution
Princeton University, Princeton, New Jersey, USA
fYear
1985
fDate
11-13 Dec. 1985
Firstpage
697
Lastpage
698
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1985 24th IEEE Conference on
Conference_Location
Fort Lauderdale, FL, USA
Type
conf
DOI
10.1109/CDC.1985.268585
Filename
4048385
Link To Document