Discrete stochastic system linear output control with respect to a quadratic criterion

DOI10.1134/S1064230716030060zbMath1383.93094MaRDI QIDQ1743050

A. V. Bosov

Publication date: 12 April 2018

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingquadratic criteriondiscrete stochastic systemlinear output control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (2)

The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion ⋮ Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system

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