Showing papers by "W. M. Wonham published in 1968"
949 citations
TL;DR: Optimal control and filtering problem for stochastic linear dynamic system reduced to independent equations was studied in this paper, where the authors reduced the optimization problem to an optimization problem with independent equations.
Abstract: Optimal control and filtering problem for stochastic linear dynamic system reduced to independent equations
494 citations
TL;DR: Computational method for determining suboptimal feedback control for stochastic systems using design algorithm was proposed in this paper, where a design algorithm is used to find the optimal feedback control.
Abstract: Computational method for determining suboptimal feedback control for stochastic systems using design algorithm
15 citations
01 Jan 1968
TL;DR: Optimal stochastic control of small dynamic systems described by random differential equations was studied in this article, where a selective bibliography on several subjects was provided. But the focus was on the control of a small dynamic system described by RDEs.
Abstract: Optimal stochastic control of small dynamic systems described by random differential equations, noting selective bibliography on several subjects
2 citations
1 citations