Optimal control of stochastic systems in the case of continuous-discrete observation channels with memory

N. S. Demin, S. V. Rozhkova

Research output: Contribution to journal › Article

2 Citations (Scopus)

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 languageEnglish
Pages (from-to)1-10
Number of pages10
JournalAutomatic Control and Computer Sciences
Volume40
Issue number6
Publication statusPublished - 2006

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Stochastic systems
Data storage equipment

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

Demin, NS & Rozhkova, SV 2006, 'Optimal control of stochastic systems in the case of continuous-discrete observation channels with memory', Automatic Control and Computer Sciences, vol. 40, no. 6, pp. 1-10.
Demin NS, Rozhkova SV. Optimal control of stochastic systems in the case of continuous-discrete observation channels with memory. Automatic Control and Computer Sciences. 2006;40(6):1-10.
Demin, N. S. ; Rozhkova, S. V. / Optimal control of stochastic systems in the case of continuous-discrete observation channels with memory. In: Automatic Control and Computer Sciences. 2006 ; Vol. 40, No. 6. pp. 1-10.
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