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Optimal stochastic control systems

RICHARD J. ORFORD

Journal of Mathematical Analysis and Applications · 1963 · 15 citations · 2 references

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Concepts

EngineeringMathematicsSystems EngineeringDynamical SystemsStochastic ModelingStochastic ProcessesControl SystemsControl TheoryMarkov ProcessesOptimal ControlStochastic ControlStochastic Systems ModelingOptimal Control ModelsOptimal Control Of Stochastic SystemsStochastic Optimal Control

References

2

A New Approach to Linear Filtering and Prediction Problems

R. E. Kalman · Journal of Basic Engineering · 1960 · 31K citations

Natural Sciences, Mathematics, Dynamical Systems +16

Adaptive control processes

Journal of the Franklin Institute · 1961 · 167 citations