• DocumentCode
    828697
  • Title

    Some properties of solutions to linear-exponential-Gaussian problems

  • Author

    Ishihara, Tadashi ; Abe, Ken Ichi ; Takeda, Hiroshi

  • Author_Institution
    Tohoku University, Aramaki, Aoda, Sendai, Japan
  • Volume
    24
  • Issue
    2
  • fYear
    1979
  • fDate
    4/1/1979 12:00:00 AM
  • Firstpage
    345
  • Lastpage
    346
  • Abstract
    In this correspondence, it is shown that the optimal control gains for the linear-exponential-Gaussian (LEG) problem can be computed without the "future observation program" at each time step. Furthermore, the connection between the closed-loop Optimal (CLO) control and the open-loop feedback optimal (OLFO) control is discussed.
  • Keywords
    Linear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Automatic control; Control systems; Costs; Feedback; Leg; Open loop systems; Optimal control; Random variables; Statistics; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1979.1101974
  • Filename
    1101974
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=828697