Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral sample cost: Examples
Date
1998ISBN
0-7803-4530-4978-0-7803-4530-0
Source
Proceedings of the American Control ConferenceProceedings of the American Control Conference
Volume
1Pages
279-283Google Scholar check
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The optimal control of partially observed stochastic systems with exponential-of-integral-sample cost is considered. The concept of sufficient statistic algebra is introduced to construct finite-dimensional controllers. This point of view leads naturally to the use of Lie algebraic methods in addressing the questions of classification, equivalence, minimum realization, and construction of optimal controllers. © 1998 AACC.
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