Ukrainian Mathematical Journal

, Volume 49, Issue 10, pp 1607–1609 | Cite as

Optimization of solutions of a linear control system

  • K. G. Valeev
  • A. L. Lapshin
Brief Communications


We suggest a new method for optimizing solutions of a linear control system, which is based on the solution of the Lyapunov matrix equation.


Explicit Form Difference Equation Lyapunov Function Stochastic Control Random Coefficient 
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    K. G. Valeev and G. S. Finin, Construction of the Lyapunov Functions [in Russian], Naukova Dumka, Kiev (1981).Google Scholar
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    K. J. Åström, Introduction to Stochastic Control Theory, Academic Press, New York (1970).zbMATHGoogle Scholar
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    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).Google Scholar

Copyright information

© Plenum Publishing Corporation 1998

Authors and Affiliations

  • K. G. Valeev
  • A. L. Lapshin

There are no affiliations available

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