Uncertain optimal control of linear quadratic models with jump-Reference-Cited by-同舟云学术

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Uncertain optimal control of linear quadratic models with jump

Published:2013-05 Issue:9-10 Volume:57 Page:2432-2441
ISSN:0895-7177
Container-title:Mathematical and Computer Modelling
language:en
Short-container-title:Mathematical and Computer Modelling

Author:

Deng Liubao,Zhu Yuanguo

Funder

National Nature Science Foundation of China

HSSF of Ministry of Education of China

NSF of Anhui(China)

Publisher

Elsevier BV

Subject

Computer Science Applications,Modeling and Simulation

Reference23 articles.

1. Contribution to the theory of optimal control;Kalman;Boletin Sociedad Matemática Mexicana,1960

2. On a matrix Riccati equation of stochastic control;Wonham;SIAM Journal on Control and Optimization,1968

3. Linear quadratic optimal stochastic control with random coefficients;Bismut;SIAM Journal on Control and Optimization,1976

4. A Stochastic Control of Partially Observed Systems;Bonsoussan,1992

5. Linear Estimation and Stochastic Control;Davis,1977

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