Linear Stochastic Singular Control Problems.

Abstract

The explicit feedback control law for the singular linear-quadratic-gaussian stochastic control problem is derived. The interesting implication of the control law in terms of information pattern is discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1971
Accession Number
AD0720341

Entities

People

  • Yu-chi Ho

Organizations

  • Harvard University

Tags

DTIC Thesaurus Topics

  • Feedback
  • Mathematics
  • Stochastic Control

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.