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Optimum Control of Non-Gaussian Linear Stochastic Systems with Inaccessible State Variables

โœ Scribed by Root, James G.


Book ID
118207206
Publisher
Society for Industrial and Applied Mathematics
Year
1969
Weight
531 KB
Volume
7
Category
Article
ISSN
0036-1402

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Linear optimal control of systems with s
โœ M.C. Delfour ๐Ÿ“‚ Article ๐Ÿ“… 1984 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 631 KB

Systems with delays in state and control variables can be transformed into infinite dimensional systems without delays. Standard techniques can be used to solve the linear quadratic control problem and derive algebraic and differential Riccati equations.