Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces (Q3625686)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces |
scientific article |
Statements
Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces (English)
0 references
6 May 2009
0 references
discrete-time stochastic systems
0 references
stochastic observability
0 references
Riccati equation
0 references
optimal control
0 references