Ungureanu, V. M. The quadratic control for linear discrete-time systems with independent random perturbations in Hilbert spaces connected with uniform observability. (English) Zbl 1107.49026 Acta Math. Univ. Comen., New Ser. 74, No. 1, 107-126 (2005). Summary: The optimal control problem for linear discrete-time, time varying systems with state dependent noise and quadratic control is considered. The asymptotic behaviour of the solution of the related discrete-time Riccati equation is investigated. The existence of an optimal control, under stabilizability and uniform observability (respectively detectability) conditions, for the given quadratic cost function is proved. MSC: 49N10 Linear-quadratic optimal control problems 39A11 Stability of difference equations (MSC2000) 93E20 Optimal stochastic control Keywords:quadratic control; Riccati equation; uniform observability PDF BibTeX XML Cite \textit{V. M. Ungureanu}, Acta Math. Univ. Comen., New Ser. 74, No. 1, 107--126 (2005; Zbl 1107.49026) Full Text: EuDML OpenURL