Toward a computationally efficient optimal solution to the LQG discrete-time dual control problem

DOI10.1109/TAC.1979.1102119zbMath0447.49011MaRDI QIDQ3892841

Anthony V. Sebald

Publication date: 1979

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

linear-quadratic-Gaussian

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Existence of optimal solutions to problems involving randomness (49J55) Existence theories in calculus of variations and optimal control (49J99)

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