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

DOI10.1080/00207176708921750MaRDI QIDQ5584306zbMATH OpenOpenAlexFDO

Authors 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

Cites work

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

Cited in

(3)

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

This page was built for publication: Optimal Regulation of a Class of Linear Stochastic Systems Relative to Quadratic Criteria

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5584306)