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2013 | 42 | nr 2 | 527--541
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Stabilization of Linear Systems in Random Horizon via Control

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The control problem with random horizon at finie number of events is investigated in this paper, where the general aim of control is the stabilization (in mean square sense) of linear system at minimum cost. This problem is reduced to the task of optima control with established finite horizon. Moreover, the differences between stabilization with fixed and random horizons are also given. To illustrate those differences a numerical example is included. (original abstract)
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