๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A separation principle for partially observed control of singular stochastic processes

โœ Scribed by R.H. Stockbridge


Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
132 KB
Volume
63
Category
Article
ISSN
0362-546X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A separation theorem for stochastic cont
โœ D.L. Snyder; I.B. Rhodes; E.V. Hoversten ๐Ÿ“‚ Article ๐Ÿ“… 1977 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 281 KB

The exact solution is derived for a stochastic optimal control problem involving a linear stochastic plant, quadratic costs, and nonlinear, nongaussian observations. The observations are in the form of a point process in which each point has both a temporal and a spatial coordinate. The state of the