Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces

In this article, we discuss a quadratic control problem for linear discrete-time systems with Markov perturbations in Hilbert spaces, which is linked to a discrete-time Riccati equation defined on certain infinite-dimensional ordered Banach space. We prove that under stabilizability and stochastic u...

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Veröffentlicht in:	IMA journal of mathematical control and information 2009-03, Vol.26 (1), p.105-127
1. Verfasser:	Ungureanu, Viorica Mariela
Format:	Artikel
Sprache:	eng
Schlagworte:	discrete-time stochastic systems optimal control Riccati equation stochastic observability
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