Geodesic
Bayesian Control of a Discrete-Time Linear System with Uniformly Distributed Disturbances
Mathematica Applicanda, Tome 43 (2015) no. 2, pp. 173-186.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

The main objective of this article is to develop Bayesian optimal control for a class of linear stochastic discrete time systems. By taking into consideration that the disturbances in the system are given by a random variable having an uniform distribution with a natural parameter, we prove that the Bayes control
DOI : 10.14708/ma.v43i2.827
Classification : 93E20, 62C20, 49B40
Mots-clés : Bayes control, optimal, singular system, disturbances, Pareto distribution, adaptive control 
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Dariusz Walczak. Bayesian Control of a Discrete-Time Linear System with Uniformly Distributed Disturbances. Mathematica Applicanda, Tome 43 (2015) no. 2, pp.  173-186. doi : 10.14708/ma.v43i2.827. http://geodesic.mathdoc.fr/articles/10.14708/ma.v43i2.827/

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