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Direct performance optimization using laguerre models

✍ Scribed by P.R. Bélanger; O. Arafat; M. Gaber; S. Gendron; D. Vurgait-Cherson

Book ID
107724990
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
357 KB
Volume
30
Category
Article
ISSN
0005-1098

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178 Direct performance optimization usin
178 Direct performance optimization using Laguerre models: P.R. Bélanger, O. Arafat, M. Gaber, S. Gendron, D. Vurgait-Cherson, pp 787–790
📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 228 KB

## 537 state space of the Mafltov chain is assumed to be infinitely countable and the omt functional to be mirdmiz~l is the infinite time horizon quadratic cost. It is shown that this optimization preblem is equivalent to the mlution of an infinity mumal~ set of coupled algebraic Riccai equstiom (