Discounted Linear Exponential Quadratic Gaussian Control

Thomas Sargent, Lars Peter Hansen

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	968-971
Journal	IEEE Transactions on Automatic Control
Volume	40
State	Published - May 1995

Cite this

@article{6689d269d23a477abbf449fb25edac61,

title = "Discounted Linear Exponential Quadratic Gaussian Control",

author = "Thomas Sargent and Hansen, {Lars Peter}",

year = "1995",

month = may,

language = "English (US)",

volume = "40",

pages = "968--971",

journal = "IEEE Transactions on Automatic Control",

issn = "0018-9286",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

}