The linear quadratic stochastic optimal control problem with random horizon at finite number of events independent of states system
暂无分享,去创建一个
[1] W. Fleming,et al. Deterministic and Stochastic Optimal Control , 1975 .
[2] R. Rishel,et al. An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem , 1985, 1985 24th IEEE Conference on Decision and Control.
[3] S. Shreve,et al. Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems , 1984 .
[4] S. Shreve,et al. Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems , 1985 .
[5] K. Åström. Introduction to Stochastic Control Theory , 1970 .
[6] Edward Kozłowski,et al. Active and passive learning in control processes application of the entropy concept , 2005 .
[7] Wolfgang J. Runggaldier,et al. Concepts and methods for discrete and continuous time control under uncertainty , 1998 .
[8] Edward Kozłowski,et al. Adaptive control with random horizon , 2005, Ann. UMCS Informatica.
[9] Yue Chen,et al. On infinite-time nonlinear quadratic optimal control , 2004, Syst. Control. Lett..
[10] Edward Kozłowski,et al. Adaptive control of system entropy , 2006 .