SUBOPTIMAL LINEAR FEEDBACK FOR A CLASS OF STOCHASTIC DISCRETE-TIME-SYSTEMS

被引：0

作者：

NHU, PT

机构：

[1] Institute of Computer Science and Cybernetics, Hanoi

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1990年 / 150卷 / 02期

关键词：

D O I：

10.1016/0022-247X(90)90106-P

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The well-known optimal linear feedback of the linear quadratic problem with jump Markov and independent disturbances is also a suboptimal feedback of the problem perturbed by a nonlinear element with a small parameter if the element is continuous. The assertion is shown and an asymptotic expansion is given. © 1990.

引用

页码：307 / 318

页数：12