Optimal control for linear continuous-time systems with general noises based upon sampled data
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Publication:4079475
DOI10.1080/00207727508941890zbMath0317.93074MaRDI QIDQ4079475
Yoshikazu Sawaragi, Satoru Fujishige
Publication date: 1975
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207727508941890
93C05: Linear systems in control theory
93E20: Optimal stochastic control
93C99: Model systems in control theory
Cites Work
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- Stochastic stability and control
- An extension of the stochastic linear regulator problem
- On certainty equivalence of stochastic optimal control problem
- Optimal estimation for continous system with jump process
- On the Separation Theorem of Stochastic Control
- Optimum Control of Non-Gaussian Linear Stochastic Systems with Inaccessible State Variables
- Separability, neutrality and certainty equivalence†