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Remarks on “optimal stochastic control for discrete-time linear system with interrupted observations”

✍ Scribed by Satoru Fujishige

Publisher
Elsevier Science
Year
1974
Tongue
English
Weight
168 KB
Volume
10
Category
Article
ISSN
0005-1098

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✦ Synopsis

Correspondence Item Remarks on "Optimal Stochastic Control for Discrete-Time Linear System with Interrupted Observations"* Remarques sur "Contr61e Stochastique Optimal pour un Syst~me Lin6aire ~ Temps Discret avec Observations Interrompues" Bemerkungen tiber "Stochastische Optimalkontrolle ftir ein lineares, diskretes Zeitsystem mit unterbrochenen Beobachtungen" 3aMetiaHHe no noBoay "OnTHManbHOe CTOXaCTriqecKoe ynpaBJIeHae Jlnrleftaofi ¢HCTeMO~ ~McKpeTHOFO BpeMeHn C IlpepBaHHbIM Ha6JIIO~ieHHeM" SATORU FUJISHIGEI" Sununary--In the paper by FUJITA and Furze [1], a proof of the separation theorem for discrete-time linear systems with interrupted observations was presented. The theorem is based heavily on [1, Lemma]. This note points out errors of the proof of [1, Lemma] and disproves the separation theorem.

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