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• W2023235943 abstract "Abstract The problem of determining the linear feedback control of the instantaneous system output which minimizes a quadratic performance measure for a linear system with state and control-dependent noise is solved in this paper. Both the finite and infinite terminal time versions of this problem are treated. For the latter case, a sufficient condition for the existence of an optimal control is obtained. For the finite terminal time problem, it is shown that a two-point boundary value problem must be solved to realize the optimal control. For the infinite terminal time case, two non-linear matrix equations must be solved to realize the optimal control. Some discussion on the numerical methods used by the author to solve these equations is included in the paper." @default.
• W2023235943 created "2016-06-24" @default.
• W2023235943 creator A5003871868 @default.
• W2023235943 date "1971-02-01" @default.
• W2023235943 modified "2023-09-23" @default.
• W2023235943 title "Linear optimal stochastic control using instantaneous output feedback‡" @default.
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• W2023235943 doi "https://doi.org/10.1080/00207177108931951" @default.
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