Optimal Control Design Under Limited Model Information for Discrete-Time Linear Systems With Stochastically-Varying Parameters

DOI10.1109/TAC.2014.2343091zbMath1360.93773arXiv1203.1276WikidataQ60432099 ScholiaQ60432099MaRDI QIDQ2982808

Farhad Farokhi, Karl Henrik Johansson

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1276

Mathematics Subject Classification ID

93C05: Linear systems in control theory

93E20: Optimal stochastic control