In a random environment, Jump Linear Quadratic control problems are studied. Random state discontinuities are included in the analysis and the corresponding optimal regulator is obtained. The introduction of stochastic notions of stabilizability and detectability gives a direct characterization of t
โฆ LIBER โฆ
Optimal control systems with state variable jump discontinuities
โ Scribed by W. M. Getz; D. H. Martin
- Publisher
- Springer
- Year
- 1980
- Tongue
- English
- Weight
- 563 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0022-3239
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