Title :
Additive control of stochastic linear systems
Author :
Chow, P.L. ; Menaldi, J.L. ; Robin, M.
Author_Institution :
Wayne State University, Detroit, Michigan
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;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267172
