Browsing by Subject "Information state"
Now showing items 1-5 of 5
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Conference Object
Action functional stochastic H∞ estimation for nonlinear discrete time systems
(2002)This paper presents an action functional, sample path optimization technique, for formulating and solving nonlinear discrete-time stochastic H∞ estimation problems. These H∞ problems are formulated as minimax dynamic games ...
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Article
Information states in stochastic control and filtering: a lie algebraic theoretic approach
(2000)The purpose of this paper is twofold: i) to introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistics, or information state, in the optimal control of stochastic systems and ...
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Conference Object
Stochastic H∞-control of nonlinear discrete-time partially observable systems and dissipation inequalities
(2002)This paper employs an action functional approach to formulate partially observable nonlinear discrete-time stochastic minimax games. The maximizing players of the games are stochastic square summable disturbances, while ...
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Article
Stochastic nonlinear minimax dynamic games with noisy measurements
(2003)This note is concerned with nonlinear stochastic minimax dynamic games which are subject to noisy measurements. The minimizing players are control inputs while the maximizing players are square-integrable stochastic ...
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Conference Object
Stochastic nonlinear minimax dynamic games with noisy measurements
(IEEE, 1999)This paper is concerned with nonlinear stochastic minimax dynamic games which are subject to noisy measurements. The minimizing players are control inputs while the maximizing players are square-integrable stochastic ...