On a partially observable LQG problem for systems with Markovian jumping parameters
- 31 May 1988
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 10 (5) , 349-356
- https://doi.org/10.1016/0167-6911(88)90025-4
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- On the adaptive stabilization of linear systemsSystems & Control Letters, 1986
- An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control LawSIAM Journal on Control and Optimization, 1986
- The adaptive lqg problem, IIStochastics, 1986
- Optimal adaptive LQG control for systems with finite state process parametersIEEE Transactions on Automatic Control, 1985
- The adaptive LQG problem--Part IIEEE Transactions on Automatic Control, 1983
- The certainty equivalence property in stochastic control theoryIEEE Transactions on Automatic Control, 1981
- A comment on a dual control problemIEEE Transactions on Automatic Control, 1981