Optimal regulation of stochastic linear systems with adjustable parameter

DOI10.1109/TAC.1976.1101147zbMath0316.93047OpenAlexW2116501889MaRDI QIDQ4077857

R. F. Roberts, J. S. Meditch

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1109/tac.1976.1101147

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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