Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control.
Xuerong MaoPublished in: Autom. (2013)
Keyphrases
- feedback control
- stochastic differential equations
- optimal control
- brownian motion
- linear time invariant
- open loop
- closed loop
- maximum a posteriori estimation
- adaptive control
- markov chain
- dynamic programming
- markov processes
- fractional brownian motion
- stochastic process
- control law
- additive gaussian noise
- infinite horizon
- diffusion process
- differential equations
- dynamic systems
- dynamical systems
- least squares
- image processing
- stochastic processes
- control scheme
- long range
- control strategy
- non stationary
- special case
- reinforcement learning