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Dynamic programming for discrete-time stochastic systems of a general type

✍ Scribed by P. Rupśys

Publisher
Springer
Year
1979
Tongue
English
Weight
465 KB
Volume
19
Category
Article
ISSN
0363-1672

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✍ A. El Bouhtouri; D. Hinrichsen; A. J. Pritchard 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 210 KB 👁 1 views

In this paper we consider discrete-time, linear stochastic systems with random state and input matrices which are subjected to stochastic disturbances and controlled by dynamic output feedback. The aim is to develop an H-type theory for such systems. For this class of systems a stochastic bounded re