Limited Attention Allocation in a Stochastic Linear Quadratic System With Multiplicative Noise

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Xiangyu Cui, Jianjun Gao, Lingjie Kong, Yun Shi

Published: 01 Jan 2024, Last Modified: 15 May 2025IEEE Trans. Autom. Control. 2024EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: This study addresses limited attention allocation in a stochastic linear quadratic system with multiplicative noise. Our approach enables strategic resource allocation to enhance noise estimation and improve control decisions. We provide an analytical optimal control and propose a numerical method for optimal attention allocation.