DocumentCode
3083119
Title
The equalizing solution of the jump linear quadratic problem
Author
Mariton, M.
Author_Institution
University of California at San Diego, La Jolla, CA
Volume
26
fYear
1987
fDate
9-11 Dec. 1987
Firstpage
335
Lastpage
336
Abstract
When designing an optimal controller for a stochastic system, a difficulty is to take into account the variability of the performance index along different sample paths. The customary averaging approach is not robust in that it does not reflect the distribution of the realized cost, and, using connections with the theory of statistical games, the family of equalizing strategies is analyzed here for the Jump Linear Quadratic problem.
Keywords
Decision feedback equalizers;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location
Los Angeles, California, USA
Type
conf
DOI
10.1109/CDC.1987.272816
Filename
4049284
Link To Document