• DocumentCode
    814019
  • Title

    Solution of some nonclassical LQG stochastic decision problems

  • Author

    Sandell, Nils R., Jr. ; Athans, Michael

  • Author_Institution
    Massachusetts Institute of Technology, Cambridge, MA, USA
  • Volume
    19
  • Issue
    2
  • fYear
    1974
  • fDate
    4/1/1974 12:00:00 AM
  • Firstpage
    108
  • Lastpage
    116
  • Abstract
    This paper considers stochastic problems in team theory. In particular, the linearity of the optimal control laws for the one-step delay linear quadratic Gaussian (LQG) stochastic control problem is established, and explicit formulae are presented. In addition, the control sharing, nonstatic, nonclassical LQG problem is solved.
  • Keywords
    Large-scale systems; Optimal stochastic control; Stochastic optimal control; Team theory; Control theory; Cost function; Delay lines; Design engineering; Large-scale systems; Linearity; Optimal control; Stochastic processes; Stochastic systems; Systems engineering and theory;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100498
  • Filename
    1100498
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=814019