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Information states in optimal control of stochastic systems: A Lie algebraic theoretic approach

dc.contributor.authorCharalambous, Charalambos D.en
dc.contributor.authorElliott, Robert J.en
dc.contributor.editorAnonen
dc.creatorCharalambous, Charalambos D.en
dc.creatorElliott, Robert J.en
dc.date.accessioned2019-04-08T07:45:12Z
dc.date.available2019-04-08T07:45:12Z
dc.date.issued1997
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/43061
dc.description.abstractIn this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Using a Lie algebraic formulation, the sufficient statistic algebra enables us to determine a priori whether there exist finite-dimensional controllers; it also enables us to classify all finite-dimensional controllers.en
dc.publisherIEEEen
dc.sourceProceedings of the IEEE Conference on Decision and Controlen
dc.sourceProceedings of the IEEE Conference on Decision and Controlen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-0031363592&partnerID=40&md5=e24398b5b91989eaf326b2de1976d109
dc.subjectAlgebraen
dc.subjectOptimal control systemsen
dc.subjectStochastic control systemsen
dc.subjectPartial differential equationsen
dc.subjectLie algebraic methoden
dc.subjectMathematical operatorsen
dc.titleInformation states in optimal control of stochastic systems: A Lie algebraic theoretic approachen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.description.volume3
dc.description.startingpage2801
dc.description.endingpage2806
dc.author.facultyΠολυτεχνική Σχολή / Faculty of Engineering
dc.author.departmentΤμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering
dc.type.uhtypeConference Objecten
dc.contributor.orcidCharalambous, Charalambos D. [0000-0002-2168-0231]
dc.gnosis.orcid0000-0002-2168-0231


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