Stabilization and random linear regulator problem for random linear control processes

被引：12

作者：

Johnson, R ^{[1
]}

Nerurkar, M ^{[1
]}

机构：

[1] RUTGERS STATE UNIV, DEPT MATH, CAMDEN, NJ 08102 USA

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1996年 / 197卷 / 02期

关键词：

D O I：

10.1006/jmaa.1996.0042

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study in a dynamical system context the random feedback stabilization problem for linear, random control processes. We are led to study the random linear regulator problem, which we solve by considering the spectral theory of linear time-dependent Hamiltonian systems. This is done with the aid of the concepts of exponential dichotomy and rotation number. (C) 1996 Academic Press, Inc.

引用

页码：608 / 629

页数：22

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