M-measurements Inde¯nite Linear Quadratic Optimal Control for Bilinear Stochastic Systems with Multiplicative Noises
DOI10.3724/SP.J.1004.2013.00159zbMath1289.93163OpenAlexW2328140933MaRDI QIDQ2859880
Peng Cui, Guojing Xing, Chenghui Zhang
Publication date: 19 November 2013
Published in: Acta Automatica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3724/sp.j.1004.2013.00159
multiplicative noisebilinear stochastic systemindefinite linear quadratic controlM-measurements feedback
Feedback control (93B52) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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