Kenji Fujimoto   Yuhei Ota   Makishi Nakayama   
2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC) 1424-1429 2011年 [査読有り]
In this paper, we consider an optimal control problem for a linear discrete time system with stochastic parameters in the infinite time horizon case. This paper focuses on optimal control for systems with stochastic parameters whereas the traditio...