Browsing by Subject "Sufficient statistics"
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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
Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral sample cost: Examples
(1998)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. ...