Control of a linear system with a Markov property
David D. Sworder · IEEE Transactions on Automatic Control · 1965
In this paper, the theory of games and statistical decisions is applied to the problem of synthesizing a controller for a linear discrete time plant in the presence of uncertainty about the value of certain process parameters. Particular care is taken to describe how these unknown parameters complicate the choice of the properties of an optimal control rule. The theory is illustrated by the study of the characteristics of a second-order system.