In a recent paper Johnson [1] outlined certain qualitative equivalences between linear deterministic control systems and linear stochastic optimal control systems. This note analyzes the equivalence properties in more detail and establishes a theorem on the inverse stochastic optimal control problem. This theorem is equivalent to Kalman's circle criterion [2] for the restricted stationary case.
No takes yet. Share an insight, caveat, or question.
G. Johnson (1970) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: