Recursive order estimation of stochastic control systems
โ Scribed by E. M. Hemerly; M. H. A. Davis
- Publisher
- Springer
- Year
- 1989
- Tongue
- English
- Weight
- 747 KB
- Volume
- 22
- Category
- Article
- ISSN
- 1433-0490
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We formulate a class of singular stochastic control problem with recursive utility where the cost function is determined by a backward stochastic di erential equation. Some characteristics of the value function of the control problem are obtained by the method of approximation via penalization, and
A sufficient condition is given for a separation of estimation and control in decentralized discrete-time stochastic control systems. It is shown that the one-step delay sharing system is a special case satisfying this condition. A counterexample is given, however, to the conjecture that the separat