Discrete stochastic system linear output control with respect to a quadratic criterion

DOI10.1134/S1064230716030060MaRDI QIDQ1743050zbMATH OpenFDO

Authors A. V. Bosov

Publication date 12 April 2018

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S1064230716030060

zbMATH Keywords

discrete stochastic systemdynamic programminglinear output controlquadratic criterion

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Dynamic programming (90C39) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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• scientific article; zbMATH DE number 2050727 (Why is no real title available?)
• Optimal estimates for the operating parameters of an information web portal
• Regression and the Moore-Penrose pseudoinverse

Cited in

(2)

• The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion
• Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system

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