Cumulant Control Systems: The Cost-Variance, Discrete-Time Case

DOI10.1007/978-0-8176-4795-7_2MaRDI QIDQ3567518zbMATH OpenOpenAlexFDO

Authors Luis Cosenza, Michael K. Sain, Ronald W. Diersing, Chang-Hee Won

Publication date 17 June 2010

Published in Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-8176-4795-7_2

zbMATH Keywords

Bellman's optimal cost recursiondiscrete-time systemsKalman control gain formulasrandom cost

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cited in

(5)

• Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection
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• scientific article; zbMATH DE number 2015382 (Why is no real title available?)
• scientific article; zbMATH DE number 1507332 (Why is no real title available?)
• State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework

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