Optimal Stochastic Linear Systems with Exponential Performance Criteria and Their Relation to Deterministic Differential Games

IEEE Transactions on Automatic Control

Volumn 18, Issue 2, 1973, Pages 124-131

  Jacobson, David H ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY - GAME THEORY; SYSTEM STABILITY;

DIFFERENTIAL GAMES; STOCHASTIC CONTROL;

CONTROL SYSTEMS, OPTIMAL;

EID: 0015615984     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1973.1100265     Document Type: Article

References (1)

1. M. Athans, “The role and use of the stochastic linear-quadratic-Gaussian Gaussian problem in control system design,” IEEE Trans. Automat. Contr. (Special Issue on Linear-Quadratic-Gaussian Problem), vol. AC-16, pp. 529-552, Dec. 1971.