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Definition of "closed-loop optimal control" |
operation or structure of the controller with the decision mechanism which, under uncertainty, uses in the best possible way—with respect to a given a priori criterion — all information available to the controller; in particular, the closed-loop optimal control takes into account all future time instants at which new decisions will be made; the best known example of a closed-loop optimal control rule is the solution of the linear-quadratic-Gaussian problem (LQG problem). |
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