Solving linear-quadratic conditional Gaussian influence diagrams
نویسندگان
چکیده
منابع مشابه
Linear-Quadratic Fractional Gaussian Control
A control problem for a linear stochastic system with an arbitrary fractional Brownian motion and a cost functional that is quadratic in the system state and the control is solved. An optimal control is given explicitly as the sum of a prediction of the future fractional Brownian motion and the well known linear feedback control for the associated deterministic linear-quadratic control problem....
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2005
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2004.05.006