Accession Number:

AD0772257

Title:

Solution of Some Non-Classical LOG (Linear Quadractic Gaussian) Stochastic Decision Problems,

Descriptive Note:

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s):

Report Date:

1973-09-01

Pagination or Media Count:

28.0

Abstract:

The paper considers stochastic problems in team theory. In particular, the linearity of the optimal control laws for the one-step delay LOG stochastic control problem is established, and the explicit formulae are presented. In addition, the control sharing, non-static, non-classical LOG problem is solved. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE