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

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

Research output: Contribution to journalArticlepeer-review

Abstract

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

Original languageEnglish
Article number012042
JournalJournal of Physics: Conference Series
Volume659
Issue number1
DOIs
Publication statusPublished - 19 Nov 2015

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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