Discrete time LQG controls with control dependent noise (Q1285495): Difference between revisions

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Property / cites work: Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs / rank
 
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Latest revision as of 11:11, 30 July 2024

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Discrete time LQG controls with control dependent noise
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    Discrete time LQG controls with control dependent noise (English)
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    28 April 1999
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    separation theorem
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    nonlinear stochastic systems
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    bilinear
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    generalized discrete time Riccati equation
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    LQG problem
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