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A characterization of ε-optimal controls for stochastic systems with partial observations via the unnormalized conditional density

 

作者: T. YONEYAMA,  

 

期刊: International Journal of Control  (Taylor Available online 1984)
卷期: Volume 39, issue 5  

页码: 891-899

 

ISSN:0020-7179

 

年代: 1984

 

DOI:10.1080/00207178408933217

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The paper considers optimal control for continuous-time stochastic systems with noisy measurements of the state. It is known that the optimum coat for this problem may not be achieved within the class of strict-sense controls. However, allowing for tolerances of size e, a characterization is given for e-optimal controls in terms of a semigroup formulation involving the unnormalized conditional density of the distribution of the state, given the observations.

 

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