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Stochastic affine quadratic regulator with applications to tracking control of quantum systems. (English) Zbl 1152.93501
Summary: This paper deals with the regulator theory of stochastic affine systems. Applying a tensor formal power series method, stochastic bilinear quadratic regulator is solved numerically. An example about tracking control of quantum systems is given to show the usefulness of the developed theory.

##### MSC:
 93E03 General theory of stochastic systems 60H10 Stochastic ordinary differential equations 93E20 Optimal stochastic control (systems)
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##### References:
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