Discrete-time optimal control with control-dependent noise and generalized riccati difference equations

Automatica

Volumn 34, Issue 8, 1998, Pages 1031-1034

  Beghi, Alessandro ^a   D'Alessandro, Domenico ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b University of California   (United States)

Author keywords

Control dependent noise; Discrete time optimal control; Generalized Riccati equations

Indexed keywords

ASYMPTOTIC STABILITY; CONTROL SYSTEM ANALYSIS; OPTIMAL CONTROL SYSTEMS; RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS;

CONTROL-DEPENDENT NOISE;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0032138474     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(98)00044-2     Document Type: Article

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