Cumulant Control Systems: The Cost-Variance, Discrete-Time Case

DOI10.1007/978-0-8176-4795-7_2zbMath1193.93187OpenAlexW2199369507MaRDI QIDQ3567518

Chang-Hee Won, Ronald W. Diersing, Luis Cosenza, Michael K. Sain

Publication date: 17 June 2010

Published in: Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-4795-7_2

zbMATH Keywords

discrete-time systemsBellman's optimal cost recursionKalman control gain formulasrandom cost

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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