Optimal Control of Markov Stochastic Systems which have Random Variation of Gain of Plant†
N. G. F. Sancho · International Journal of Control · 1966
The paper is an extension of a previous one (Snncho 1965), and presents the analysis of optimizing and nth order system which has a random variation of gain of the plant of Gaussian white noise, and whose input is Gaussian and Markov. The method of dynamic programming is used to formulate the problem.