A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria
- 1 July 1974
- journal article
- Published by Elsevier BV in Journal of Mathematical Analysis and Applications
- Vol. 47 (1), 153-161
- https://doi.org/10.1016/0022-247x(74)90043-2
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The role and use of the stochastic linear-quadratic-Gaussian problem in control system designIEEE Transactions on Automatic Control, 1971
- Optimal stochastic control of linear systems with state- and control-dependent disturbancesIEEE Transactions on Automatic Control, 1971
- Optimal stationary control of linear systems with control-dependent noiseIEEE Transactions on Automatic Control, 1969
- Optimal Stationary Control of a Linear System with State-Dependent NoiseSIAM Journal on Control, 1967
- Optimal Regulation of a Class of Linear Stochastic Systems Relative to Quadratic CriteriaInternational Journal of Control, 1967