Accession Number : AD0720341

Title :   Linear Stochastic Singular Control Problems.

Descriptive Note : Technical rept.,

Corporate Author : HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS

Personal Author(s) : Ho,Yu-Chi

Report Date : FEB 1971

Pagination or Media Count : 17

Abstract : The explicit feedback control law for the singular linear-quadratic-gaussian stochastic control problem is derived. The interesting implication of the control law in terms of information pattern is discussed. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STOCHASTIC PROCESSES, MATRICES(MATHEMATICS), FEEDBACK, WHITE NOISE

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE