Comments on 'Design of stochastic discrete-time linear optimal regulators'

A state-space one-stage optimal control problem discussed by Lam (1982) is reexamined. Contradictions found in Lam are resolved by the certainty equivalence approach.

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Bibliographic Details
Published in:International journal of systems science 1987-01, Vol.18 (7), p.1387-1390
Main Author: BŁACHUTA, MARIAN
Format: Article
Language:English
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Summary:A state-space one-stage optimal control problem discussed by Lam (1982) is reexamined. Contradictions found in Lam are resolved by the certainty equivalence approach.
ISSN:0020-7721
1464-5319
DOI:10.1080/00207728708967118