A separation theorem for stochastic cont
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D.L. Snyder; I.B. Rhodes; E.V. Hoversten
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Article
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1977
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Elsevier Science
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English
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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