UNCERTAIN CONTROLLABILITY AND OBSERVABILITY OF AN OPTIMAL CONTROL MODEL

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The interest of this paper is to examine the controllability and observ- ability of control system in the con�guration state-space of uncertain optimal con- trol system. The control system is designed based on the realization of capital asset values where a special case of asset management is modelled and optimized. Thus some necessary and su�cient conditions of the controllability and observability of the deterministic systems and the corresponding uncertain systems for the case of uncertain optimal control system with application in capital asset management is considered.

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QA Mathematics

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