Abstract
A proof of the separation theorem in the problem of optimal control of stochastic systems over a set of realizations of processes with continuous and discrete time which possess memory of arbitrary multiplicity relative to the state vector of the system is presented. An informal example is considered.
Original language | English |
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Pages (from-to) | 1-10 |
Number of pages | 10 |
Journal | Automatic Control and Computer Sciences |
Volume | 40 |
Issue number | 6 |
Publication status | Published - 2006 |
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Keywords
- Memory
- Optimal control
- Separation theorem
- Stochastic systems
ASJC Scopus subject areas
- Artificial Intelligence
- Control and Systems Engineering
Cite this
Optimal control of stochastic systems in the case of continuous-discrete observation channels with memory. / Demin, N. S.; Rozhkova, S. V.
In: Automatic Control and Computer Sciences, Vol. 40, No. 6, 2006, p. 1-10.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Optimal control of stochastic systems in the case of continuous-discrete observation channels with memory
AU - Demin, N. S.
AU - Rozhkova, S. V.
PY - 2006
Y1 - 2006
N2 - A proof of the separation theorem in the problem of optimal control of stochastic systems over a set of realizations of processes with continuous and discrete time which possess memory of arbitrary multiplicity relative to the state vector of the system is presented. An informal example is considered.
AB - A proof of the separation theorem in the problem of optimal control of stochastic systems over a set of realizations of processes with continuous and discrete time which possess memory of arbitrary multiplicity relative to the state vector of the system is presented. An informal example is considered.
KW - Memory
KW - Optimal control
KW - Separation theorem
KW - Stochastic systems
UR - http://www.scopus.com/inward/record.url?scp=34249682612&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=34249682612&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:34249682612
VL - 40
SP - 1
EP - 10
JO - Automatic Control and Computer Sciences
JF - Automatic Control and Computer Sciences
SN - 0146-4116
IS - 6
ER -