Optimal control for linear continuous-time systems with general noises based upon sampled data

DOI10.1080/00207727508941890MaRDI QIDQ4079475zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Model systems in control theory (93C99) Optimal stochastic control (93E20)

Cites work

• An extension of the stochastic linear regulator problem
• On certainty equivalence of stochastic optimal control problem
• On the Separation Theorem of Stochastic Control
• Optimal estimation for continous system with jump process
• Optimization of stochastic systems. Topics in discrete-time systems
• Optimum Control of Non-Gaussian Linear Stochastic Systems with Inaccessible State Variables
• Separability, neutrality and certainty equivalence†
• Stochastic stability and control

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