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  • optimal observation times  (1)
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  • 1980-1984  (1)
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    Electronic Resource
    Optimal selection of observation times in the linear-quadratic Gaussian control problem (1983)
    Springer
    Journal of optimization theory and applications 39 (1983), S. 47-58 
    Details
    ISSN: 1573-2878
    Keywords: Observation cost ; quadratic cost ; LQG problems ; optimal observation times
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Feedback control is sometimes applied to a dynamic system operating in a stochastic environment under circumstances where only a limited number of observations can be made. The optimal positioning of ana priori fixed number of observations is considered. A direct approach to this problem yields a dynamic programming functional equation, while a second approach involving an ancillary observation cost leads to a rapid and practical numerical solution.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF00934604
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