An admissible systems approach to separation in partially observed stochastic control problems
作者:
T. YONEYAMA,
期刊:
International Journal of Control
(Taylor Available online 1984)
卷期:
Volume 39,
issue 5
页码: 901-908
ISSN:0020-7179
年代: 1984
DOI:10.1080/00207178408933218
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Stochastic optimal control of systems subject to noisy measurements of the states is considered. The formulation is based on the concept of admissible systems. It is shown that the costs achieved in the class of wide-sense admissible systems and in the class of separated admissible systems are equal over a fixed discretization of the time interval. It is also shown that strongly separated controls can be used to achieve ε-optimality.
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