Stationary performance of linear stochastic systems under single step optimal control
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Publication:3926473
DOI10.1109/TAC.1982.1102889zbMath0471.93070OpenAlexW2056456359MaRDI QIDQ3926473
P. E. Moden, Torsten Söderström
Publication date: 1982
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1982.1102889
positive real systemslinear stochastic systemsfinite time horizonpenalties on the squared inputs and outputssingle step optimal control
Input-output approaches in control theory (93D25) Optimal stochastic control (93E20) Realizations from input-output data (93B15)
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