Browsing by Subject "Linear exponential quadratic gaussian tracking problems"
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Conference Object
Examples of optimal control for nonlinear stochastic control problems with partial information
(IEEE, 1995)Partially observable stochastic optimal control problems are considered. It is shown, via an information state approach and dynamic programming, that several classes of nonlinear systems with non-linearities in the dynamics ...
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Conference Object
Remarks on the explicit solutions for nonlinear partially observable stochastic control problems and relations to H∞ or robust control
(IEEE, 1995)Partially observable stochastic and H∞ control problems are considered. The dynamics include nonlinearities which are the gradient of some potential function in addition to linear terms, the observations are linear, and ...