Optimal Control of Stochastic Linear Distributed Parameter Systems
- 1 July 1975
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 13 (4) , 904-926
- https://doi.org/10.1137/0313056
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- On Feedback Control of Linear Stochastic SystemsSIAM Journal on Control, 1973
- Linear stochastic control: An extended separation principleJournal of Mathematical Analysis and Applications, 1972
- Stochastic Control: A Function Space ApproachSIAM Journal on Control, 1972
- Optimal Continuous-Parameter Stochastic ControlSIAM Review, 1969
- On the Optimal Control of a System Governed by a Linear Parabolic Equation with White Noise InputsSIAM Journal on Control, 1968
- On the Separation Theorem of Stochastic ControlSIAM Journal on Control, 1968
- Théorème d'optimalité pour des systèmes stochastiques où la commande est adaptée à l'étatRevue française d'informatique et de recherche opérationnelle, 1968