State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework
type: Item
instance of: scholarly article
title: State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework
zbMATH Open document ID: 1223.93123
author: M. J. Zyskowski
author: Michael K. Sain
author: Ronald W. Diersing
published in: Journal of Optimization Theory and Applications
publication date: 2011-10-11T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 86A17
Mathematics Subject Classification ID: 49N10
zbMATH DE Number: 5956818
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: dynamic programming
zbMATH Keywords: cost cumulant control
zbMATH Keywords: cost density-shaping
zbMATH Keywords: earthquake engineering benchmark
MaRDI profile type: Publication
full work available at URL: s10957-011-9836-0
OpenAlex ID: W2086192929
cites work: Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection
cites work: Q4086303
cites work: Design-performance-measure statistics for stochastic linear control systems
cites work: On the essential quadratic nature of LQG control-performance measure cumulants
DOI: 10.1007/S10957-011-9836-0
description: scientific article; zbMATH DE number 5956818