GENERAL RESULT IN STOCHASTIC OPTIMAL CONTROL OF NONLINEAR DISCRETE-TIME SYSTEMS WITH QUADRATIC PERFORMANCE CRITERIA

被引:39
作者
JACOBSON, DH [1 ]
机构
[1] UNIV WITWATERSRAND, DEPT APPL MATH, JOHANNESBURG, SOUTH AFRICA
关键词
D O I
10.1016/0022-247X(74)90043-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
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页码:153 / 161
页数:9
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[4]   OPTIMAL REGULATION OF A CLASS OF LINEAR STOCHASTIC SYSTEMS RELATIVE TO QUADRATIC CRITERIA [J].
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INTERNATIONAL JOURNAL OF CONTROL, 1967, 5 (02) :135-&
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