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 :
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