Optimal control of linear systems on the basis of a quantile criterion (Q923040)
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scientific article; zbMATH DE number 4170817
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| English | Optimal control of linear systems on the basis of a quantile criterion |
scientific article; zbMATH DE number 4170817 |
Statements
Optimal control of linear systems on the basis of a quantile criterion (English)
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1990
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The optimal control of a linear continuous stochastic system in the presence of undetermined disturbances is considered with respect to a terminal quantile criterion. A solution method is presented. Examples are given.
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linear continuous stochastic system
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undetermined disturbances
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0.9506743
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0.94382936
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0.9426894
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0.9363868
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0.93218267
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