On optimal stationary control of systems with state dependent noise¶
Authors: R. Rana, A. Mahalanabis
Published: 1975 (Journal Paper)
Source: IEEE Transactions on Automatic Control
DOI: 10.1109/TAC.1975.1101056
Summary¶
Abstract¶
This note proposes a simplified existence criterion for the linear quadratic optimal control law for systems with state dependent noise.