Parameter-sensitivity study for a linear-quadratic control problem with random state coefficients

DOI10.1016/0020-0255(78)90002-6MaRDI QIDQ1144264zbMATH OpenOpenAlexFDO

Authors Leigh Tesfatsion

Publication date 1978

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(78)90002-6

zbMATH Keywords

dynamic- programming optimalityfeedbackfinite-horizonlinear-quadratic controlparameter sensitivity

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cites work

• An optimal extremal control system
• Direct Updating of Intertemporal Criterion Functions for a Class of Adaptive Control Problems
• scientific article; zbMATH DE number 3573708 (Why is no real title available?)
• On the essential quadratic nature of LQG control-performance measure cumulants
• On the matrix Riccati equation for linear systems with random gain
• Optimization of stochastic systems. Topics in discrete-time systems
• Problems of identification and control
• Some Types of Optimal Control of Stochastic Systems
• Stationary cost densities for optimally controlled stochastic systems
• The optimal adaptive control law for a linear plant with unknown input gains†
• The uncertainty threshold principle: Some fundamental limitations of optimal decision making under dynamic uncertainty

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