Discrete and sampled-data stochastic control problems with complete and incomplete state information

DOI10.1007/BF01447747zbMath0753.93083OpenAlexW2075291889MaRDI QIDQ1180332

S. Singh

Publication date: 27 June 1992

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01447747

zbMATH Keywords

stochastic optimization problemdiscrete time linear systemquadratic cost criterion

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Digital control/observation systems (93C62) Stochastic systems in control theory (general) (93E03)

Related Items (1)

On the sampled-data linear quadratic tracking problem

Cites Work

• Optimal nonzero set point regulation via fixed-order dynamic compensation
• Computation of time-optimal controls applied to rigid manipulators with friction
• A separation theorem for the stochastic sampled-data LQG problem
• On the behaviour of optimal linear sampled-data regulators†
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