• DocumentCode
    983917
  • Title

    A priori bound for optimal stochastic control problem with multiplicative noise

  • Author

    Yaz, Engin

  • Author_Institution
    Marmara Research Institute, Department of Applied Mathematics, Gebze-Kocaeh, Turkey
  • Volume
    19
  • Issue
    4
  • fYear
    1983
  • Firstpage
    137
  • Lastpage
    139
  • Abstract
    An easy-to-evaluate lower bound on the spectral norm of the solution to a nonlinear matrix equation arising in control of linear systems with state and control dependent noise is found. The result enables one to speculate as to the magnitude of the solution matrix.
  • Keywords
    linear systems; matrix algebra; optimal control; stochastic systems; control dependent noise; linear systems; lower bound; multiplicative noise; nonlinear matrix equation; optimal stochastic control; spectral norm; state dependent noise;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19830097
  • Filename
    4247349
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=983917