| Title:
|
Optimal control under discrete observation of continuous stochastic systems with time delay (English) |
| Author:
|
Komorník, Jozef |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
14 |
| Issue:
|
2 |
| Year:
|
1978 |
| Pages:
|
(102)-109 |
| . |
| Category:
|
math |
| . |
| MSC:
|
34K99 |
| MSC:
|
93E10 |
| MSC:
|
93E20 |
| idZBL:
|
Zbl 0378.93053 |
| idMR:
|
MR0529455 |
| . |
| Date available:
|
2009-09-24T17:00:50Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125615 |
| . |
| Reference:
|
[1] Y. Alekal P. Brunovsky H. Ch. Dong E. B. Lee: The Quadratic Problem for Systems with Time Delay.IEEETAC, Vol. A 1 (71), 6, 1-16. MR 0308892 |
| Reference:
|
[2] K. J. Aström: Introduction to Stochastic Control Theory.Academic Press, New York 1970. MR 0270799 |
| Reference:
|
[3] B. Б. Колмановский T. Л. Майзенберг: Оптимальное управление стохастическими системами с последействием.Aвтоматика и телемеханика 34 (1973), 1, 47-60. Zbl 1221.53041 |
| Reference:
|
[4] J. Komorník: Optimálně riadenie deterministických a stochastických systémov s oneskorením.Dizertačná práca, Univerzita Komenského (Přírodovědecká fakulta), Bratislava 1976. |
| Reference:
|
[5] A. A. Lindquist: Theorem on Duality Between Estimation and Control for Linear Stochastic Systems with Time Delay.Journal of Math. Anal. and Appl. 57(1972), 2, 516-536. Zbl 0208.17603, MR 0289191 |
| Reference:
|
[6] P. Ш. Липцев A. H. Ширяев: Статистика случайных процессов.Hayкa, Mocквa 1974. Zbl 1235.49003 |
| Reference:
|
[7] P. Mandl: Stochastické integrály a jejich aplikace.ÚTIA ČSAV, Praha 1976. |
| . |
