ある統計的最適制御系

抄録

This paper deals with a problem of optimal control of randam parameter systems. The performance index used is of quadratic form. The system is assumed to be adequately represented by a linear mathematical model. The solution of the problem reduces to that of an integral equation of Fredholm.
The optimal control law obtained is linear, time varying, and its dependence on the randam variable is illustrated by a simple example.