Linear Quadratic Optimization Problems for Linear Stochastic Systems

Vasile Dragan, Toader Morozan and Adrian-Mihail Stoica
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Vasile Dragan: Institute of Mathematics of the Romanian Academy
Toader Morozan: Institute of Mathematics of the Romanian Academy
Adrian-Mihail Stoica: University Politechnica of Bucharest

Chapter Chapter 6 in Mathematical Methods in Robust Control of Linear Stochastic Systems, 2013, pp 265-285 from Springer

Abstract: Abstract In this chapter as well as in the next chapters one shows how the mathematical results derived in the previous chapters are involved in the design of stabilizing controllers with some imposed performances for a wide class of linear stochastic systems. The design problem of some stabilizing controls minimizing quadratic performance criteria is studied. More precisely, this chapter deals with the so-called linear quadratic optimization problem (LQOP). LQOP has received much attention in control literature due to its wide area of applications.

Keywords: Linear-quadratic Optimization Problem (LQOP); Linear Stochastic Systems; Multiplicative White Noise; Markovian Jump; Generalized Riccati Differential Equations (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-8663-3_6

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DOI: 10.1007/978-1-4614-8663-3_6

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