Discrete time LQG controls with control dependent noise
type: Item
instance of: scholarly article
title: Discrete time LQG controls with control dependent noise
zbMATH Open document ID: 0913.93076
DOI: 10.1016/S0167-6911(98)00092-9
author: John Moore
author: Xun Yu Zhou
author: Andrew Lim
published in: Systems \& Control Letters
publication date: 1999-04-28T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 1281025
zbMATH Keywords: separation theorem
zbMATH Keywords: nonlinear stochastic systems
zbMATH Keywords: bilinear
zbMATH Keywords: generalized discrete time Riccati equation
zbMATH Keywords: LQG problem
MaRDI profile type: Publication
cites work: Q4010408
cites work: Extensions of quadratic minimization theory I. Finite time results
cites work: Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
cites work: Q3878440
cites work: Q4323296
cites work: Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights
full work available at URL: s0167-6911(98)00092-9
OpenAlex ID: W2066213880
description: scientific article; zbMATH DE number 1281025