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Comments on ‘Design of stochastic discrete-time linear optimal regulators’

 

作者: MARIAN BŁACHUTA,  

 

期刊: International Journal of Systems Science  (Taylor Available online 1987)
卷期: Volume 18, issue 7  

页码: 1387-1390

 

ISSN:0020-7721

 

年代: 1987

 

DOI:10.1080/00207728708967118

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A state-space one-stage optimal control problem discussed by Lam (1982) is reexamined. Contradictions found in Lam are resolved by the certainty equivalence approach.

 

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