The LQGP Problem: Theory and Computation
نویسنده
چکیده
The Linear Quadratic Gaussian Poisson (LQGP) problem denotes an optimal control problem with linear dynamics and quadratic costs with both Gaussian and Poisson noise disturbances. The LQGP problem provides a benchmark model with suucient complexity while permitting formal solutions for testing both theoretical and computational methods. The problem is examined in this paper.
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تاریخ انتشار 2007