Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria

DOI10.1109/TAC.1974.1100606zbMath0282.93065MaRDI QIDQ4768956

Jason L. Speyer, John Deyst, David H. Jacobson

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1109/tac.1974.1100606

Mathematics Subject Classification ID

93E20: Optimal stochastic control

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