| dc.contributor.author | Charalambous, Charalambos D. | en |
| dc.contributor.author | Elliott, Robert J. | en |
| dc.creator | Charalambous, Charalambos D. | en |
| dc.creator | Elliott, Robert J. | en |
| dc.date.accessioned | 2019-04-08T07:45:12Z | |
| dc.date.available | 2019-04-08T07:45:12Z | |
| dc.date.issued | 1997 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43063 | |
| dc.description.abstract | This paper is concerned with partially observed stochastic optimal control problems. The states of the system are described by nonlinear controlled diffusion equations. The measurements are noisy linear combinations of the state, and the rate of change of the state of the system. Explicit representations for the information state are derived in terms of a finite-number of sufficient statistics. This allows application of Wonham classical separation theorem. | en |
| dc.publisher | IEEE | en |
| dc.source | Proceedings of the American Control Conference | en |
| dc.source | Proceedings of the American Control Conference | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0030692905&partnerID=40&md5=d04676c6f83636cf7c2ea2c951e8c203 | |
| dc.subject | Optimal control systems | en |
| dc.subject | Riccati equations | en |
| dc.subject | Stochastic control systems | en |
| dc.subject | Nonlinear control systems | en |
| dc.subject | Nonlinear controlled diffusion equation | en |
| dc.subject | Nonlinear equations | en |
| dc.title | New finite-dimensional stochastic optimal control problems | en |
| dc.type | info:eu-repo/semantics/conferenceObject | |
| dc.description.volume | 1 | |
| dc.description.startingpage | 435 | |
| dc.description.endingpage | 439 | |
| dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
| dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
| dc.type.uhtype | Conference Object | en |
| dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
| dc.gnosis.orcid | 0000-0002-2168-0231 | |
