On optimal stationary control of systems with state dependent noise
- 1 October 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 20 (5) , 718-719
- https://doi.org/10.1109/tac.1975.1101056
Abstract
This note proposes a simplified existence criterion for the linear quadratic optimal control law for systems with state dependent noise.Keywords
This publication has 1 reference indexed in Scilit:
- Optimal Stationary Control of a Linear System with State-Dependent NoiseSIAM Journal on Control, 1967