Some Results on Optimal Control for a Partially Observed Linear Stochastic System with an Exponential Quadratic Cost-Reference-Cited by-同舟云学术

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Some Results on Optimal Control for a Partially Observed Linear Stochastic System with an Exponential Quadratic Cost

Published:2014 Issue:3 Volume:47 Page:8695-8698
ISSN:1474-6670
Container-title:IFAC Proceedings Volumes
language:en
Short-container-title:IFAC Proceedings Volumes

Author:

Duncan T.E.,Pasik-Duncan B.

Publisher

Elsevier BV

Subject

General Medicine

Reference10 articles.

1. Optimal control of partially observable stochastic systems with an exponential-of-integral performance index;Bensoussan;SIAM J. Control Optim.,1985

2. Evaluation of likelihood functions;Duncan;Information and Control,1968

3. Prediction for some processes related to a fractional Brownian motion;Duncan;Stat. Prob. Lett.,2006

4. Linear exponential quadratic control;Duncan;IEEE Trans. Autom. Control,2013

5. State space formulae for all controllers that satisfy an H∞ norm bound and relation to risk sensitivity;Glover;Syst. Contr. Lett.,1988

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