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Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws

dc.contributor.authorCharalambous, Charalambos D.en
dc.contributor.authorElliott, R. J.en
dc.creatorCharalambous, Charalambos D.en
dc.creatorElliott, R. J.en
dc.date.accessioned2019-04-08T07:45:12Z
dc.date.available2019-04-08T07:45:12Z
dc.date.issued1998
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/43058
dc.description.abstractThis paper introduces certain nonlinear partially observable stochastic optimal control problems which are equivalent to completely observable control problems with finite-dimensional state space. In some cases the optimal control laws are analogous to linear-exponential-quadratic-Gaussian and linear-quadratic-Gaussian tracking problems. The problems discussed allow nonlinearities to enter the unobservable dynamics as gradients of potential functions. The methodology is based on explicit solutions of a modified Duncan-Mortensen-Zakai equation.en
dc.sourceSIAM Journal on Control and Optimizationen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-0032025189&doi=10.1137%2fS0363012995287326&partnerID=40&md5=f6f0d71bd5b2bf4681de2ac46e27da03
dc.subjectProblem solvingen
dc.subjectComputational methodsen
dc.subjectOptimal control systemsen
dc.subjectStochastic control systemsen
dc.subjectNonlinear filteringen
dc.subjectState space methodsen
dc.subjectFunctionsen
dc.subjectStochastic controlen
dc.subjectNonlinear control systemsen
dc.subjectObservabilityen
dc.subjectRisk-sensitiveen
dc.subjectControl nonlinearitiesen
dc.subjectSignal filtering and predictionen
dc.subjectDuncan-mortensen-zakai equationsen
dc.subjectExact optimal controlsen
dc.subjectLinear-exponential-quadratic-gaussian tracking problemsen
dc.subjectSector-bounded nonlinearitiesen
dc.titleClasses of nonlinear partially observable stochastic optimal control problems with explicit optimal control lawsen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1137/S0363012995287326
dc.description.volume36
dc.description.issue2
dc.description.startingpage542
dc.description.endingpage578
dc.author.facultyΠολυτεχνική Σχολή / Faculty of Engineering
dc.author.departmentΤμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering
dc.type.uhtypeArticleen
dc.source.abbreviationSIAM J Control Optimen
dc.contributor.orcidCharalambous, Charalambos D. [0000-0002-2168-0231]
dc.gnosis.orcid0000-0002-2168-0231


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