Optimal Control of Systems with Random Gain of Plant †
- 1 December 1965
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 2 (6), 509-527
- https://doi.org/10.1080/00207176508905570
Abstract
A theoretical study is made of optimizing an nth order system which has a random variation of gain of the plant of (a) Gaussian white noise, or (b) generalized Poisson process. The problem is formulated by dynamic programming.Keywords
This publication has 3 references indexed in Scilit:
- Linear Systems with Stochastic Coefficients†International Journal of Control, 1965
- Optimal Control of Continuous Time, Markov, Stochastic Systems†Journal of Electronics and Control, 1961
- Random Vibrations of Non-Linear SuspensionsJournal of Mechanical Engineering Science, 1960