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Design of a stabilizing controller with incomplete state data for linear stochastic systems with multiplicative noise. (English. Russian original) Zbl 0517.93060
Autom. Remote Control 43, 653-659 (1982); translation from Avtom. Telemekh. 1982, No. 5, 98-106 (1982).

MSC:
93E15 Stochastic stability in control theory
93E11 Filtering in stochastic control theory
93C05 Linear systems in control theory
93D15 Stabilization of systems by feedback
93E20 Optimal stochastic control
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