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

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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Stochastic systems

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Keywords

Memory
Optimal control
Separation theorem
Stochastic systems

ASJC Scopus subject areas

Artificial Intelligence
Control and Systems Engineering

Cite this

Demin, N. S., & Rozhkova, S. V. (2006). Optimal control of stochastic systems in the case of continuous-discrete observation channels with memory. Automatic Control and Computer Sciences, 40(6), 1-10.

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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