OPTIMAL-CONTROL OF PARTIALLY OBSERVABLE STOCHASTIC-SYSTEMS WITH AN EXPONENTIAL-OF-INTEGRAL PERFORMANCE INDEX

被引：156

作者：

BENSOUSSAN, A ^{[1
]}

VANSCHUPPEN, JH ^{[1
]}

机构：

[1] CTR MATH & COMP SCI,1009 AB AMSTERDAM,NETHERLANDS

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1985年 / 23卷 / 04期

关键词：

D O I：

10.1137/0323038

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：599 / 613

页数：15

共 12 条

[1]

BENSOUSSAN A, 1982, APPLICATIONS VARIATI

[2]

Davis M.H.A., 1981, STOCHASTIC SYSTEMS M, P505, DOI [10.1007/978-94-009-8546-9_25, DOI 10.1007/978-94-009-8546-9_25]

[3]

Gikhman I.I., 1972, STOCHASTIC DIFFERENT

[4] OPTIMAL STOCHASTIC LINEAR-SYSTEMS WITH EXPONENTIAL PERFORMANCE CRITERIA AND THEIR RELATION TO DETERMINISTIC DIFFERENTIAL GAMES [J].

JACOBSON, DH .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (02) :124-131

[5] THE DYNAMIC LINEAR EXPONENTIAL GAUSSIAN TEAM PROBLEM [J].

KRAINAK, JC ;

MACHELL, FW ;

MARCUS, SI ;

SPEYER, JL .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1982, 27 (04) :860-869

[6] ON THE OPTIMAL-CONTROL OF STOCHASTIC-SYSTEMS WITH AN EXPONENTIAL-OF-INTEGRAL PERFORMANCE INDEX [J].

KUMAR, PR ;

VANSCHUPPEN, JH .

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1981, 80 (02) :312-332

[7] OPTIMIZATION OF STOCHASTIC LINEAR-SYSTEMS WITH ADDITIVE MEASUREMENT AND PROCESS NOISE USING EXPONENTIAL PERFORMANCE CRITERIA [J].

SPEYER, JL ;

DEYST, J ;

JACOBSON, DH .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (04) :358-366

[8] ADAPTIVE TERMINAL GUIDANCE SCHEME BASED ON AN EXPONENTIAL COST CRITERION WITH APPLICATION TO HOMING MISSILE GUIDANCE [J].

SPEYER, JL .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (03) :371-375

[9]

STRIEBEL C, 1975, LECTURE NOTES EC MAT, V110

[10]

VANDERPLOEG F, 1983, RISK SENSITIVE STABI

← 1 2 →