研究时变广义系统线性二次最优控制问题。
In this paper, the optimal control problem of linear time-varying systems with quadratic cost is discussed.
引进一个随机线性二次最优控制问题作为原问题的近似问题。
A stochastic linear_quadratic control problem is introduced as auxiliary problem of the initial problem.
作为滤波理论的应用，我们研究了一类部分可观测的递归线性二次最优控制问题。
As an application of filtering theory, we study one kind of partially observed linear quadratic recursive optimal control problem.
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