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On the synthesis problem for optimal control of a nonlinear stochastic observation process

โœ Scribed by S. V. Sokolov


Book ID
112469700
Publisher
Springer US
Year
1995
Tongue
English
Weight
560 KB
Volume
38
Category
Article
ISSN
0033-8443

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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