Abstract
We suggest a new method for optimizing solutions of a linear control system, which is based on the solution of the Lyapunov matrix equation.
References
Yu. P. Petrov, Synthesis of Optimal Control Systems for Incompletely Known Perturbation Forces [in Russian], Leningrad University, Leningrad (1987).
K. G. Valeev and G. S. Finin, Construction of the Lyapunov Functions [in Russian], Naukova Dumka, Kiev (1981).
K. J. Åström, Introduction to Stochastic Control Theory, Academic Press, New York (1970).
K. G. Valeev, O. L. Karelova, and V. I. Gorelov, Optimization of Linear Systems with Random Coefficients [in Russian], Russian University of Friendship of Peoples, Moscow (1996).
Additional information
Economic Institute, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 10, pp. 1429–1431, October, 1997.
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Valeev, K.G., Lapshin, A.L. Optimization of solutions of a linear control system. Ukr Math J 49, 1607–1609 (1997). https://doi.org/10.1007/BF02487445
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DOI: https://doi.org/10.1007/BF02487445