Stabilization of linear systems with multiplicative noise

  • U. G. Haussmann
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 294)


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    U.G. Haussmann, "Optimal Stationary Control with State and Control Dependent Noise", SIAM. J. Control, 9(1971), pp. 184–198.MathSciNetCrossRefMATHGoogle Scholar
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    _____, "Stability of Linear Systems with Control Dependent Noise", Ibid., forthcoming.Google Scholar
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    W.M. Wonham, "Optimal Stationary Control of a Linear System with State-Dependent Noise", SIAM. J. Control, 5(1967), pp. 486–500.MathSciNetCrossRefMATHGoogle Scholar
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    _____, Random Differential Equations in Control Theory, Probabilistic Methods in Applied Mathematics, vol. II, A.T. Bharucha-Reid, ed., Academic Press, New York, 1969.Google Scholar
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    M. Zakai, "A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise", SIAM. J. Control, 7(1969), pp. 390–397.MathSciNetCrossRefMATHGoogle Scholar

Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • U. G. Haussmann
    • 1
  1. 1.The University of British ColumbiaVancouverCanada

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