On the separation theorem of stochastic systems in the case of continuous observation channels with memory

S. V. Rozhkova, V. I. Rozhkova, V. V. Lasukov, E. V. Devyashina

Division for Mathematics and Computer Sciences

Research output: Contribution to journal › Article › peer-review

Abstract

The article proves the separation theorem for optimal control of stochastic systems in the case when an observed continuous-time process possess memory of arbitrary ration relating to a state vector.

Original language	English
Article number	012040
Journal	Journal of Physics: Conference Series
Volume	659
Issue number	1
DOIs	https://doi.org/10.1088/1742-6596/659/1/012040
Publication status	Published - 19 Nov 2015

ASJC Scopus subject areas

Physics and Astronomy(all)

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10.1088/1742-6596/659/1/012040

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1 Participation in conference

European Workshop on Advanced Control and Diagnosis
Svetlana Vladimirovna Rozhkova (Participant)
19 Nov 2015 → 20 Nov 2015
Activity: Participating in or organising an event types › Participation in conference

Cite this

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abstract = "The article proves the separation theorem for optimal control of stochastic systems in the case when an observed continuous-time process possess memory of arbitrary ration relating to a state vector.",

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On the separation theorem of stochastic systems in the case of continuous observation channels with memory

Abstract

ASJC Scopus subject areas

Access to Document

European Workshop on Advanced Control and Diagnosis

Cite this