๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Recursive order estimation of stochastic control systems

โœ 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.


๐Ÿ“œ SIMILAR VOLUMES


Singular control of stochastic linear sy
โœ Bo Wang ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 379 KB

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

Separation of estimation and control for
โœ Tsuneo Yoshikawa; Hiroaki Kobayashi ๐Ÿ“‚ Article ๐Ÿ“… 1978 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 427 KB

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