Parameter-sensitivity study for a linear-quadratic control problem with random state coefficients

DOI10.1016/0020-0255(78)90002-6zbMath0443.49025OpenAlexW2161384888MaRDI QIDQ1144264

Leigh Tesfatsion

Publication date: 1978

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(78)90002-6

zbMATH Keywords

feedbackfinite-horizonlinear-quadratic controlparameter sensitivitydynamic- programming optimality

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cites Work

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• The optimal adaptive control law for a linear plant with unknown input gains†

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