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
On the separation theorem of stochastic systems in the case of continuous observation channels with memory. / Rozhkova, S. V.; Rozhkova, V. I.; Lasukov, V. V.; Devyashina, E. V.
In: Journal of Physics: Conference Series, Vol. 659, No. 1, 012040, 19.11.2015.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - On the separation theorem of stochastic systems in the case of continuous observation channels with memory
AU - Rozhkova, S. V.
AU - Rozhkova, V. I.
AU - Lasukov, V. V.
AU - Devyashina, E. V.
PY - 2015/11/19
Y1 - 2015/11/19
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84959038271&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84959038271&partnerID=8YFLogxK
U2 - 10.1088/1742-6596/659/1/012040
DO - 10.1088/1742-6596/659/1/012040
M3 - Article
AN - SCOPUS:84959038271
VL - 659
JO - Journal of Physics: Conference Series
JF - Journal of Physics: Conference Series
SN - 1742-6588
IS - 1
M1 - 012040
ER -