Optimum Control of Non-Gaussian Linear Stochastic Systems with Inaccessible State Variables

DOI10.1137/0307021MaRDI QIDQ5568638zbMATH OpenOpenAlexFDO

Authors J. G. Root

Publication date 1969

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0307021

zbMATH Keywords

ordinary differential equations

Cited in

(6)

• On pursuit and feedback in optimal stochastic control - explicit control laws
• Control of the Duffing oscillator under non-Gaussian external excitation
• On certainty equivalence of stochastic optimal control problem
• Separability, neutrality and certainty equivalence†
• Optimal control for linear continuous-time systems with general noises based upon sampled data
• Separated design of encoder and controller for networked linear quadratic optimal control

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