Optimal control for linear continuous-time systems with general noises based upon sampled data
DOI10.1080/00207727508941890zbMATH Open0317.93074OpenAlexW2037777412MaRDI QIDQ4079475FDOQ4079475
Authors: Satoru Fujishige, Yoshikazu Sawaragi 
Publication date: 1975
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207727508941890
Linear systems in control theory (93C05) Model systems in control theory (93C99) Optimal stochastic control (93E20)
Cites Work
- Stochastic stability and control
- On the Separation Theorem of Stochastic Control
- Optimization of stochastic systems. Topics in discrete-time systems
- An extension of the stochastic linear regulator problem
- Separability, neutrality and certainty equivalence†
- Optimum Control of Non-Gaussian Linear Stochastic Systems with Inaccessible State Variables
- On certainty equivalence of stochastic optimal control problem
- Optimal estimation for continous system with jump process
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