• DocumentCode
    3073346
  • Title

    Additive control of stochastic linear systems

  • Author

    Chow, P.L. ; Menaldi, J.L. ; Robin, M.

  • Author_Institution
    Wayne State University, Detroit, Michigan
  • fYear
    1986
  • fDate
    10-12 Dec. 1986
  • Firstpage
    140
  • Lastpage
    142
  • Abstract
    This paper gives an overview of some results on control of diffusion processes when the control acts additively on the state of the system. These results are mainly based on the paper [14].
  • Keywords
    Control systems; Costs; Dynamic programming; Linear systems; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1986 25th IEEE Conference on
  • Conference_Location
    Athens, Greece
  • Type

    conf

  • DOI
    10.1109/CDC.1986.267172
  • Filename
    4048724
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3073346