Controle des systemes lineaires quadratiques : Applications de l’integrale stochastique
- 1 January 1978
- book chapter
- Published by Springer Nature in Lecture Notes in Mathematics
- p. 180-264
- https://doi.org/10.1007/bfb0064606
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- On Optimal Control of Linear Stochastic Equations with a Linear-Quadratic CriterionSIAM Journal on Control and Optimization, 1977
- Linear Quadratic Optimal Stochastic Control with Random CoefficientsSIAM Journal on Control and Optimization, 1976
- Introduction et notations generalesPublished by Springer Nature ,1976
- Conjugate convex functions in optimal stochastic controlJournal of Mathematical Analysis and Applications, 1973
- Capacités et processus stochastiquesPublished by Springer Nature ,1972
- Optimal Stationary Control with State Control Dependent NoiseSIAM Journal on Control, 1971
- On the Separation Theorem of Stochastic ControlSIAM Journal on Control, 1968