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 | |
| Publication status | Published - 19 Nov 2015 |
Fingerprint
ASJC Scopus subject areas
- Physics and Astronomy(all)
Cite this
Rozhkova, S. V., Rozhkova, V. I., Lasukov, V. V., & Devyashina, E. V. (2015). On the separation theorem of stochastic systems in the case of continuous observation channels with memory. Journal of Physics: Conference Series, 659(1), [012040]. https://doi.org/10.1088/1742-6596/659/1/012040