Minimax Control of Discrete-Time Stochastic Systems
✍ Scribed by González-Trejo, J. I.; Hernández-Lerma, O.; Hoyos-Reyes, L. F.
- Book ID
- 118207258
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2002
- Tongue
- English
- Weight
- 308 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0363-0129
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
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
Optimal control of a class of time invariant singleinput, discrete bilinear systems is investigated in this paper. Both deterministic and stochastic problems are considered. In the deterministic problem, for the initial state in a certain set £0, the solution is the same as the solution to the asso