REVERSE-TIME MODELING, OPTIMAL-CONTROL AND LARGE DEVIATIONS

被引：5

作者：

FRATER, MR ^{[1
]}

KENNEDY, RA ^{[1
]}

ANDERSON, BDO ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,DEPT SYST ENGN,CANBERRA,ACT 2601,AUSTRALIA

来源：

关键词：

D O I：

10.1016/0167-6911(89)90045-5

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：351 / 356

页数：6

共 8 条

[1]

Anderson B. D., 1982, STOCH PROC APPL, V12, P313

[2]

ANDERSON BDO, 1972, LINEAR OPTIMAL CONTR

[3]

Brockett, 1970, FINITE DIMENSIONAL L

COTTRELL, M ;

FORT, JC ;

MALGOUYRES, G .

[5]

JAMES MR, 1988, THESIS U MARYLAND

[6] RESIDENCE TIME CONTROL [J].

MEERKOV, SM ;

RUNOLFSSON, T .

[7] FURTHER NOTE ON BACKWARDS MARKOVIAN MODELS [J].

VERGHESE, G ;

KAILATH, T .

[8] EXIT PROBLEM AND CONTROL-THEORY [J].

ZABCZYK, J .