Analysis of cost sensitivity for linear-quadratic stochastic problems with instantaneous output feedback

DOI10.1109/TAC.1974.1100665zbMATH Open0291.93067MaRDI QIDQ4042969FDOQ4042969

Authors: Ben-Zion Kurtaran, Menachem Sidar 

Publication date: 1974

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

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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