Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws
dc.contributor.author | Charalambous, Charalambos D. | en |
dc.contributor.author | Elliott, R. J. | en |
dc.creator | Charalambous, Charalambos D. | en |
dc.creator | Elliott, R. J. | en |
dc.date.accessioned | 2019-04-08T07:45:12Z | |
dc.date.available | 2019-04-08T07:45:12Z | |
dc.date.issued | 1998 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43058 | |
dc.description.abstract | This 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.source | SIAM Journal on Control and Optimization | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0032025189&doi=10.1137%2fS0363012995287326&partnerID=40&md5=f6f0d71bd5b2bf4681de2ac46e27da03 | |
dc.subject | Problem solving | en |
dc.subject | Computational methods | en |
dc.subject | Optimal control systems | en |
dc.subject | Stochastic control systems | en |
dc.subject | Nonlinear filtering | en |
dc.subject | State space methods | en |
dc.subject | Functions | en |
dc.subject | Stochastic control | en |
dc.subject | Nonlinear control systems | en |
dc.subject | Observability | en |
dc.subject | Risk-sensitive | en |
dc.subject | Control nonlinearities | en |
dc.subject | Signal filtering and prediction | en |
dc.subject | Duncan-mortensen-zakai equations | en |
dc.subject | Exact optimal controls | en |
dc.subject | Linear-exponential-quadratic-gaussian tracking problems | en |
dc.subject | Sector-bounded nonlinearities | en |
dc.title | Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1137/S0363012995287326 | |
dc.description.volume | 36 | |
dc.description.issue | 2 | |
dc.description.startingpage | 542 | |
dc.description.endingpage | 578 | |
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 | Article | en |
dc.source.abbreviation | SIAM J Control Optim | en |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 |
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