The discrete-inΓΏnite time stochastic control system with complete observation is considered with quadratic cost functional when the coe cients of the system and cost functional are not time-invariant. It has been shown that the optimal control law has the form of time invariant feedback under the as
β¦ LIBER β¦
Cost smoothing in discrete-time linear-quadratic control
β Scribed by Duan Li; Christopher Wayne Schmidt
- Book ID
- 108307387
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 702 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0005-1098
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