Solution of Some Non-Classical LOG (Linear Quadractic Gaussian) Stochastic Decision Problems,

Abstract

The paper considers stochastic problems in team theory. In particular, the linearity of the optimal control laws for the one-step delay LOG stochastic control problem is established, and the explicit formulae are presented. In addition, the control sharing, non-static, non-classical LOG problem is solved. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1973
Accession Number
AD0772257

Entities

People

  • Michael Athans
  • Nils Sandell Jr.

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Linearity
  • Mathematics
  • Stochastic Control

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Operations Research