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

Division for Mathematics and Computer Sciences

Research output: Contribution to journal › Article › peer-review

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

Keywords

Memory
Optimal control
Separation theorem
Stochastic systems

ASJC Scopus subject areas

Artificial Intelligence
Control and Systems Engineering

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title = "Optimal control of stochastic systems in the case of continuous-discrete observation channels with memory",

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.",

keywords = "Memory, Optimal control, Separation theorem, Stochastic systems",

author = "Demin, {N. S.} and Rozhkova, {S. V.}",

year = "2006",

language = "English",

volume = "40",

pages = "1--10",

journal = "Automatic Control and Computer Sciences",

issn = "0146-4116",

publisher = "Springer International Publishing AG",

number = "6",

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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

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