Optimal control of jump-linear gaussian systems†
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Publication:3708679
DOI10.1080/00207178508933397zbMath0583.93070OpenAlexW2094839837WikidataQ57979285 ScholiaQ57979285MaRDI QIDQ3708679
Kenneth A. Loparo, Barry E. Griffiths
Publication date: 1985
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178508933397
Gaussian processes (60G15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Dynamic programming (90C39) Optimal stochastic control (93E20)
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