zbMATH — the first resource for mathematics

Optimal stationary control for dynamic systems with Markov perturbations. (English) Zbl 0525.93070

93E20 Optimal stochastic control
60J25 Continuous-time Markov processes on general state spaces
93E15 Stochastic stability in control theory
60G35 Signal detection and filtering (aspects of stochastic processes)
93C05 Linear systems in control theory
93C55 Discrete-time control/observation systems
93C99 Model systems in control theory
Full Text: DOI
[1] Doob J.L., Stochastic processes (1953)
[2] Wonham W.M., Probabilistic methods in Applied Math 2 (1970)
[3] Katz I., P.M.m 24 pp 809– (1960)
[4] Morozan T., Morozan, Stability of systems with random parameters (in romanian) (1969) · Zbl 0195.16201
[5] Morozan T., Revue Roum.Math.Pures et Appl 24 (1) pp 101– (1979)
[6] Morozan T., Stochastic Analysis and Appl 1 (1) (1983)
[7] Nhu Pham T., Revue Roum.Math.Pures et Appl 24 (1) pp 169– (1979)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.