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JOURNALS // Avtomatika i Telemekhanika // Archive
Avtomat. i Telemekh., 1980 Issue 10, Pages 47–53 (Mi at7197)
This article is cited in 1 paper

Stochastic Systems

Optimal control and information processing in continuous time (a linear system and quadratic functional)

N. A. Kuznetsov, R. Sh. Liptser, A. P. Serebrovskii

Moscow

Abstract: Optimal control with incomplete data with a quadratic performance criterion is discussed. Optimal control of observations is found to be deterministic.

UDC: 62-505.16


Received: 28.06.1979


 English version: Automation and Remote Control, 1981, 41:10, 1369–1374

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