مرکز منطقه ای اطلاع رساني علوم و فناوري - Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations

Title of article :

Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations

Author/Authors :

Zoran Gajic، نويسنده , , Ricardo Losada، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

951

To page :

954

Keywords :

algebraic Riccati equations , stochastic control , Lyapunov methods , linear-quadratic regulators , Numerical algorithms

Journal title :

Automatica

Serial Year :

1999

Journal title :

Automatica

Record number :

368802

Link To Document :