Examples of optimal control for nonlinear stochastic control problems with partial information
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 | 1995 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43065 | |
dc.description.abstract | Partially observable stochastic optimal control problems are considered. It is shown, via an information state approach and dynamic programming, that several classes of nonlinear systems with non-linearities in the dynamics give linear feedback optimal control laws. These are the analogs of Linear-Exponential-Quadratic-Gaussian (LEQG) and Linear-Quadratic-Gaussian (LQG) tracking problems. | en |
dc.publisher | IEEE | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0029486515&partnerID=40&md5=622b1bcf8cff16358689dde0a1ce4da4 | |
dc.subject | Integer | en |
dc.subject | Optimization | en |
dc.subject | Dynamic programming | en |
dc.subject | Probability | en |
dc.subject | Linear control systems | en |
dc.subject | Optimal control systems | en |
dc.subject | Stochastic control systems | en |
dc.subject | Set theory | en |
dc.subject | Integral equations | en |
dc.subject | Control theory | en |
dc.subject | Feedback control | en |
dc.subject | Partial information | en |
dc.subject | Nonlinear control systems | en |
dc.subject | Control nonlinearities | en |
dc.subject | Linear exponential quadratic gaussian tracking problems | en |
dc.subject | Borel measurable | en |
dc.subject | Integral cost function | en |
dc.subject | Linear quadratic gaussian tracking problems | en |
dc.title | Examples of optimal control for nonlinear stochastic control problems with partial information | en |
dc.type | info:eu-repo/semantics/conferenceObject | |
dc.description.volume | 3 | |
dc.description.startingpage | 2187 | |
dc.description.endingpage | 2192 | |
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 |
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