EXISTENCE THEOREM ON OPTIMAL CONTROL OF PARTIALLY OBSERVABLE DIFFUSIONS

被引：16

作者：

AHMED, NU ^{[1
]}

TEO, KL ^{[1
]}

机构：

[1] UNIV OTTAWA,DEPT ELECT ENGN,OTTAWA K1N 6N5,ONTARIO,CANADA

来源：

SIAM JOURNAL ON CONTROL | 1974年 / 12卷 / 03期

关键词：

D O I：

10.1137/0312027

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：351 / 355

页数：5

共 50 条

[1] OPTIMAL CONTROL OF PARTIALLY OBSERVABLE DIFFUSIONS
FLEMING, WH
[J]. SIAM JOURNAL ON CONTROL, 1968, 6 (02): : 194 - &
[2] PARTIALLY OBSERVABLE CONTROL OF DIFFUSIONS WITH CORRELATED NOISE
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[J]. LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1987, 96 : 272 - 285
[3] EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED LINEAR DIFFUSIONS
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[J]. SYSTEMS & CONTROL LETTERS, 1983, 3 (02) : 105 - 112
[4] Optimal control for a partially observable queue
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[J]. NEURAL, PARALLEL, AND SCIENTIFIC COMPUTATIONS, VOL 2, PROCEEDINGS, 2002, : 123 - 127
[5] PARTIALLY OBSERVABLE STOCHASTIC OPTIMAL CONTROL
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[6] MARTINGALE MEASURES AND PARTIALLY OBSERVABLE DIFFUSIONS
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[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1982, 20 (02) : 261 - 285
[8] OPTIMAL CONTROL OF PARTIALLY OBSERVABLE MARKOVIAN SYSTEMS
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[J]. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 1965, 280 (05): : 367 - &
[9] Optimal control of diffusions: A verification theorem for viscosity solutions
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[10] OPTIMAL-CONTROL OF A PARTIALLY OBSERVABLE DISCRETE MARKOV PROCESS
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