Optimal replacement rule-discounted cost criterion
نویسندگان
چکیده
منابع مشابه
Optimal controller/observer gains of discounted-cost LQG systems
The linear-quadratic-Gaussian control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is fully known and where it is estimated through an observer. The situation is different when the cost function has an exponential discount factor, also known as a prescribed degree of stability. In this case, the optimal contro...
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ژورنال
عنوان ژورنال: RAIRO - Operations Research
سال: 1979
ISSN: 0399-0559,1290-3868
DOI: 10.1051/ro/1979130100671