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• W1969908536 abstract "In this paper, the problem of the optimal quadratic regulator for non-Gaussian discrete-time stochastic systems with a quadratic cost function is considered. The main result here obtained is that such optimal control can be derived from the classical LQG solution by substituting the linear filtering part with a quadratic optimal filter. Numerical results show high performance of this method." @default.
• W1969908536 created "2016-06-24" @default.
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• W1969908536 date "1999-12-01" @default.
• W1969908536 modified "2023-09-25" @default.
• W1969908536 title "Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem" @default.
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• W1969908536 doi "https://doi.org/10.1016/s0167-6911(99)00069-9" @default.
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