dc.contributor.author | Gattami, Ather Said | |
dc.date.accessioned | 2012-06-01T15:39:35Z | |
dc.date.available | 2012-06-01T15:39:35Z | |
dc.date.issued | 2010-01 | |
dc.date.submitted | 2008-10 | |
dc.identifier.issn | 0018-9286 | |
dc.identifier.issn | 1558-2523 | |
dc.identifier.other | INSPEC Accession Number: 11055098 | |
dc.identifier.uri | http://hdl.handle.net/1721.1/70982 | |
dc.description.abstract | We consider the problem of stochastic finite- and infinite-horizon linear quadratic control under power constraints. The calculations of the optimal control law can be done off-line as in the classical linear quadratic Gaussian control theory using dynamic programming, which turns out to be a special case of the new theory developed in this technical note. A numerical example is solved using the new methods. | en_US |
dc.language.iso | en_US | |
dc.publisher | Institute of Electrical and Electronics Engineers | en_US |
dc.relation.isversionof | http://dx.doi.org/10.1109/tac.2009.2033736 | en_US |
dc.rights | Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. | en_US |
dc.source | IEEE | en_US |
dc.title | Generalized Linear Quadratic Control | en_US |
dc.type | Article | en_US |
dc.identifier.citation | Gattami, A. “Generalized Linear Quadratic Control.” IEEE Transactions on Automatic Control 55.1 (2010): 131–136. Web. © 2010 IEEE. | en_US |
dc.contributor.department | Massachusetts Institute of Technology. Laboratory for Information and Decision Systems | en_US |
dc.contributor.approver | Gattami, Ather Said | |
dc.contributor.mitauthor | Gattami, Ather Said | |
dc.relation.journal | IEEE Transactions on Automatic Control | en_US |
dc.eprint.version | Final published version | en_US |
dc.type.uri | http://purl.org/eprint/type/JournalArticle | en_US |
eprint.status | http://purl.org/eprint/status/PeerReviewed | en_US |
dspace.orderedauthors | Gattami, A. | en |
mit.license | PUBLISHER_POLICY | en_US |
mit.metadata.status | Complete | |