The polynomial approach to the LQ non-Gaussian regulator problem

DOI10.1109/TAC.2002.801184zbMath1364.93860MaRDI QIDQ5267126

Gabriella Mavelli, Alfredo Germani

Publication date: 20 June 2017

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

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (2)

Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case ⋮ Feedback polynomial filtering and control of non-Gaussian linear time-varying systems

This page was built for publication: The polynomial approach to the LQ non-Gaussian regulator problem