Discrete time LQG controls with control dependent noise
- 1 March 1999
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 36 (3) , 199-206
- https://doi.org/10.1016/s0167-6911(98)00092-9
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Stochastic optimal LQR control with integral quadratic constraints and indefinite control weightsIEEE Transactions on Automatic Control, 1999
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight CostsSIAM Journal on Control and Optimization, 1998