Optimal stochastic control for discrete-time linear system with interrupted observations

DOI10.1016/0005-1098(72)90101-XzbMath0236.93062MaRDI QIDQ2552486

Takeshi Fukao, Shohei Fujita

Publication date: 1972

Published in: Automatica (Search for Journal in Brave)

Mathematics Subject Classification ID

93E20: Optimal stochastic control

Related Items

Adaptive estimation and stochastic control for uncertain models†, Finite-state, discrete-time optimization with randomly varying observation quality, On identification and adaptive estimation for systems with interrupted observations, Comments on Optimal stochastic control for discrete-time linear systems with interrupted observations, Remarks on Optimal stochastic control for discrete-time linear system with interrupted observations. With reply by Shohei Fujita and Takeshi Fukao, Optimal control of jump-linear gaussian systems†, Multiple-model adaptive control for jump-linear stochastic systems

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