Multi-step prediction optimal control for a scalar linear system with additive Cauchy noise

Jason L. Speyer, Moshe Idan, Javier Fernandez. Multi-step prediction optimal control for a scalar linear system with additive Cauchy noise. In Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA. pages 4157-4164, IEEE, 2010. [doi]

Abstract

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