Optimal Regulation of a Class of Linear Stochastic Systems Relative to Quadratic Criteria

DOI10.1080/00207176708921750zbMath0189.46803OpenAlexW2012721030MaRDI QIDQ5584306

Peter J. McLane, P. W. U. Graefe

Publication date: 1967

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207176708921750

zbMATH Keywords

control theory

Related Items (3)

On optimization of non-linear stochastic systems† ⋮ Linear optimal stochastic control using instantaneous output feedback‡ ⋮ A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria

Cites Work

• A Note on Certainty Equivalence in Dynamic Planning
• Linear Systems with Stochastic Coefficients†

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