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Optimum design of measurement channels and control policies for linear- quadratic stochastic systems

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Publication:1330529
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DOI10.1016/0377-2217(94)90261-5zbMath0805.93057OpenAlexW2044902780MaRDI QIDQ1330529

Tamer Başar, Rajesh Bansal

Publication date: 21 July 1994

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)90261-5


zbMATH Keywords

performance indexlinear-quadratic stochastic systems


Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)


Related Items (4)

Dynamic contract design for systemic cyber risk management of interdependent enterprise networks ⋮ A linear-quadratic Gaussian approach to dynamic information acquisition ⋮ Rationally Inattentive Control of Markov Processes ⋮ Dynamic signaling games with quadratic criteria under Nash and Stackelberg equilibria




Cites Work

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  • Simultaneous design of measurement and control strategies for stochastic systems with feedback




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