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

DOI10.1137/0307021zbMATH Open0176.39501OpenAlexW2052790127MaRDI QIDQ5568638FDOQ5568638

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)

• Control of the Duffing oscillator under non-Gaussian external excitation
• On pursuit and feedback in optimal stochastic control - explicit control laws
• 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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