Accession Number : AD0772257

Title :   Solution of Some Non-Classical LOG (Linear Quadractic Gaussian) Stochastic Decision Problems,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s) : Sandell,Nils , Jr. ; Athans,Michael

Report Date : SEP 1973

Pagination or Media Count : 28

Abstract : The paper considers stochastic problems in team theory. In particular, the linearity of the optimal control laws for the one-step delay LOG stochastic control problem is established, and the explicit formulae are presented. In addition, the control sharing, non-static, non-classical LOG problem is solved. (Author)

Descriptors :   *Control theory, Stochastic processes, Statistical decision theory, Matrices(Mathematics), Optimization, Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE