Centralized and decentralized solutions of the linear-exponential-Gaussian problem

DOI10.1109/9.328825zbMath0827.93070OpenAlexW2120846948MaRDI QIDQ4312822

Christian R. Jaensch, Chih-Hai Fan, Jason L. Speyer

Publication date: 11 December 1995

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

Full work available at URL: https://doi.org/10.1109/9.328825

zbMATH Keywords

optimal controldecentralizedlinear discrete-time

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Decentralized systems (93A14) Optimal stochastic control (93E20)

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