scientific article; zbMATH DE number 146423

MaRDI QIDQ4029783zbMATH OpenFDO

Authors Andrzej Polański

Publication date 1 April 1993

zbMATH Keywords

quadratic performance indexstochastic linear systems

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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Cited in

(3)

• Constrained minimum variance control for discrete-time stochastic linear systems
• Optimal control of LQG problem with an explicit trade-off between mean and variance
• Constrained linear quadratic Gaussian control with process applications

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