Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations

DOI10.1016/S0005-1098(98)00044-2zbMath0944.93032OpenAlexW1996731752MaRDI QIDQ1294978

Alessandro Beghi, Domenico D'Alessandro

Publication date: 22 August 1999

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(98)00044-2

zbMATH Keywords

discrete-time systemsLQG controlcontrol-dependent noiseexplicit conditions

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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