A formula for the optimal cost in the general discrete-time LEQG problem (Q1049118): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.automatica.2009.06.029
+Normal rank
@@ Property / OpenAlex ID @@
+W1975618297
@@ Property / OpenAlex ID: W1975618297 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
+Normal rank
@@ Property / cites work @@
+Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
+Normal rank
@@ Property / cites work @@
+Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
+Normal rank
@@ Property / cites work @@
+Q3487241
@@ Property / cites work: Q3487241 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4851580
@@ Property / cites work: Q4851580 / rank @@
+Normal rank
@@ Property / cites work @@
+Model Simplification and Optimal Control of Stochastic Singularly Perturbed Systems under Exponentiated Quadratic Cost
+Normal rank
@@ Property / cites work @@
+Q4519060
@@ Property / cites work: Q4519060 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria
+Normal rank
@@ Property / cites work @@
+Risk-sensitive linear/quadratic/gaussian control
@@ Property / cites work: Risk-sensitive linear/quadratic/gaussian control / rank @@
+Normal rank