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Implied polynomial matrix equations in multivariable stochastic optimal control. (English) Zbl 0729.93083

Summary: This paper reports recent work in the theoretical development of the polynomial equation approach to the optimization of multivariable control systems. The algebraic properties of the polynomial matrix equations which define the optimal controller are investigated, and new results concerned with the numerical solvability of the equations are derived.

MSC:

93E20 Optimal stochastic control
93B25 Algebraic methods
93C35 Multivariable systems, multidimensional control systems
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