BLS Working Papers: Higher Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem

By Baoline Chen

The paper obtains two principal results. First, using a new definition of higher-order (>2) matrix derivatives, the paper derives a recursion for computing any Gaussian multivariate moment. Second,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1491257830
• ISBN13: 9781491257838
• Release Date: August 2013
• Publisher: Createspace Independent Publishing Platform
• Length: 30 Pages
• Weight: 0.21 lbs.
• Dimensions: 0.1" x 8.5" x 11.0"