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 |
|---|---|
| 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