Stationary cost densities for optimally controlled stochastic systems
- 1 August 1976
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 21 (4) , 492-499
- https://doi.org/10.1109/tac.1976.1101314
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- On the application of deterministic optimization methods to stochastic control problemsIEEE Transactions on Automatic Control, 1974
- Moments and Correlation Functions of Solutions of Some Stochastic Matrix Differential EquationsJournal of Mathematical Physics, 1972
- Performance-measure densities for a class of LQG control systemsIEEE Transactions on Automatic Control, 1971
- Uniform performance-adaptive renewal policies for linear systemsIEEE Transactions on Automatic Control, 1970
- Performance-adaptive renewal policies for linear systemsIEEE Transactions on Automatic Control, 1969
- Feedback control of a class of linear systems with jump parametersIEEE Transactions on Automatic Control, 1969