Control of Linear Stochastic Systems with State Dependent Noise∗. Issue 11 (2015)
- Record Type:
- Journal Article
- Title:
- Control of Linear Stochastic Systems with State Dependent Noise∗. Issue 11 (2015)
- Main Title:
- Control of Linear Stochastic Systems with State Dependent Noise∗
- Authors:
- Duncan, T.E.
Pasik-Duncan, B. - Abstract:
- Abstract: A stochastic control problem is formulated and a solution is described for a linear stochastic system that has a quadratic cost and a linear state dependent noise process appearing in the stochastic system. A stochastic Riccati equation is given that provides an optimal feedback control.
- Is Part Of:
- IFAC-PapersOnLine. Volume 48:Issue 11(2015)
- Journal:
- IFAC-PapersOnLine
- Issue:
- Volume 48:Issue 11(2015)
- Issue Display:
- Volume 48, Issue 11 (2015)
- Year:
- 2015
- Volume:
- 48
- Issue:
- 11
- Issue Sort Value:
- 2015-0048-0011-0000
- Page Start:
- 946
- Page End:
- 948
- Publication Date:
- 2015
- Subjects:
- linear quadratic Gaussian control -- linear control with state dependent noise -- stochastic control -- explicit optimal controls -- stochastic Riccati equation
Automatic control -- Periodicals
629.805 - Journal URLs:
- https://www.journals.elsevier.com/ifac-papersonline/ ↗
http://www.sciencedirect.com/ ↗ - DOI:
- 10.1016/j.ifacol.2015.09.313 ↗
- Languages:
- English
- ISSNs:
- 2405-8963
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 5734.xml