Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- 1 April 1973
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 18 (2) , 124-131
- https://doi.org/10.1109/tac.1973.1100265
Abstract
No abstract availableThis publication has 1 reference indexed in Scilit:
- The role and use of the stochastic linear-quadratic-Gaussian problem in control system designIEEE Transactions on Automatic Control, 1971