On the essential quadratic nature of LQG control-performance measure cumulants

DOI10.1016/S0019-9958(76)90264-3zbMath0341.93028MaRDI QIDQ4109557

Ronald C. Hartwig, Stanley R. Liberty

Publication date: 1976

Published in: Information and Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10)

Related Items (6)

Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems ⋮ Parameter-sensitivity study for a linear-quadratic control problem with random state coefficients ⋮ Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection ⋮ State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework ⋮ The PDF shape control of the state variable for a class of stochastic systems ⋮ Existence of solutions of a Riccati differential system from a general cumulant control problem

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