Linear square optimal control problem for stochastic difference equations with unknown parameters (Q1361210): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / cites work | |||
Property / cites work: Q4868382 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimal control problem for nonlinear stochastic difference second kind Volterra equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5687977 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4043865 / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/s0895-7177(97)00002-2 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2014514821 / rank | |||
Normal rank |
Latest revision as of 11:36, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Linear square optimal control problem for stochastic difference equations with unknown parameters |
scientific article |
Statements
Linear square optimal control problem for stochastic difference equations with unknown parameters (English)
0 references
23 July 1997
0 references
The problem described by linear stochastic difference equation with unknown Gaussian vector parameter and a quadratic performance index is considered. The goal of the considerations is to find the optimal control which minimizes the mean value of the performance index. The way of determination of the optimal control from derived recursive equations is described.
0 references
optimal stochastic control
0 references
linear stochastic difference equation
0 references
quadratic performance
0 references
0 references
0 references