Abstreot. We study the stochastic regulator problem in HILBERT spaces for systems governed by linear stochastic differential equations with retarded controls and with state and control dependent noise. We use integral RICCATI equations and no reference to a RICCATI differential equation or to the IT
Optimal control laws for a class of constrained linear-quadratic problems
โ Scribed by D.H. Martin; D.H. Jacobson
- Publisher
- Elsevier Science
- Year
- 1979
- Tongue
- English
- Weight
- 711 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0005-1098
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