✦ LIBER ✦

On a set of optimal policies in continuous time Markovian decision problem

✍ Scribed by Hisashi Mine; Yoshio Tabata

Publisher: Elsevier Science
Year: 1971
Tongue: English
Weight: 533 KB
Volume: 34
Category: Article
ISSN: 0022-247X
DOI: 10.1016/0022-247x(71)90157-0

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal timing of observations for state

Optimal timing of observations for state estimation in a one-dimensional linear continuous system

✍ Shogo Tanaka; Tsuyoshi Okita 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 288 KB

This paper considers the optimal timing of observations for the state estimation in a one-dimensional linear continuous stochastic system which is corrupted by white Gaussian noise. The criterion adopted ia a min-max one. The optimal observation times are analytically shown to be located periodicall

A numerical method of studying the optim

A numerical method of studying the optimal-time continuity in linear systems and the solution of the Cauchy problem for Bellman's equation

✍ A.V. Lotov 📂 Article 📅 1973 🏛 Elsevier Science ⚖ 425 KB