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Addendum to “Optimal control of linear stochastic systems with applications to time lag systems” by Anders Lindquist


Publisher
Elsevier Science
Year
1973
Tongue
English
Weight
131 KB
Volume
5
Category
Article
ISSN
0020-0255

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✍ G.M. Krang; M.B. Shilman 📂 Article 📅 1970 🏛 Elsevier Science 🌐 English ⚖ 682 KB

The problem of time optimal control of linear discrete systems tith output constraints is formulated as an L-problem in the theory of moments. The solution to this 1atteT problem is well known and is obtained from a finite-dimensional minimization. This procedure allows us to handle constraints not