DocumentCode
825252
Title
Further results on the uncertainty threshold principle
Author
Ku, Richard T. ; Athans, Michael
Author_Institution
Massachusetts Institute of Technology, Cambridge, MA, USA
Volume
22
Issue
5
fYear
1977
fDate
10/1/1977 12:00:00 AM
Firstpage
866
Lastpage
868
Abstract
Additional quantitative results are presented for the existence of optimal decision rules and stochastic stability for linear systems with white random parameters with respect to quadratic performance criteria by examining a specific version of a multivariable optimization problem.
Keywords
Linear systems, stochastic discrete-time; Optimal stochastic control; Stability; Stochastic optimal control; Uncertain systems; Control systems; Difference equations; Infinite horizon; Optimal control; Random sequences; Riccati equations; Stochastic systems; Uncertainty; Vectors; White noise;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1977.1101633
Filename
1101633
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