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A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost

dc.contributor.authorGhosh, Mrinal K.en_US
dc.contributor.authorArapostathis, Aristotleen_US
dc.contributor.authorMarcus, Steven I.en_US
dc.date.accessioned2007-05-23T09:51:17Z
dc.date.available2007-05-23T09:51:17Z
dc.date.issued1992en_US
dc.identifier.urihttp://hdl.handle.net/1903/5262
dc.description.abstractWe study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost surely optimal for the pathwise average cost over the infinite planning horizon.en_US
dc.format.extent358352 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1992-81en_US
dc.subjectlinear systemsen_US
dc.subjectoptimal controlen_US
dc.subjectstochastic systemsen_US
dc.subjectSystems Integrationen_US
dc.titleA Note on an LQG Regulator with Markovian Switching and Pathwise Average Costen_US
dc.typeTechnical Reporten_US
dc.contributor.departmentISRen_US


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