Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise
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Publication:254715
DOI10.1016/j.sysconle.2015.12.017zbMath1335.93145OpenAlexW2280043426WikidataQ57606091 ScholiaQ57606091MaRDI QIDQ254715
Publication date: 8 March 2016
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2015.12.017
Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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