Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Reference15 articles.
1. Simon, H.,Dynamic Programming under Uncertainty with Quadratic Criterion Function, Econometrica, Vol. 24, pp. 74?81, 1956.
2. Anonymous, N. N.,Special Issue on Linear-Quadratic Gaussian Problems, IEEE Transactions on Automatic Control, Vol. AC-16, pp. 527?869, 1971.
3. Kalman, R. E.,A New Approach to Linear Filtering and Prediction Problems, Journal of Basic Engineering, Vol. 82, pp. 35?45, 1960.
4. van de Panne, C.,Optimal Strategy Decisions for Dynamic Linear Decision Rules in Feedback Form, Econometrica, Vol. 33, pp. 307?320, 1965.
5. Wonham, W. M. On the Separation Theorem of Stochastic Control, SIAM Journal on Control, Vol. 6, pp. 312?326, 1968.
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献