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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