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Examples of optimal control for nonlinear stochastic control problems with partial information

dc.contributor.authorCharalambous, Charalambos D.en
dc.contributor.authorElliott, Robert J.en
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.issued1995
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/43065
dc.description.abstractPartially 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.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-s2.0-0029486515&partnerID=40&md5=622b1bcf8cff16358689dde0a1ce4da4
dc.subjectIntegeren
dc.subjectOptimizationen
dc.subjectDynamic programmingen
dc.subjectProbabilityen
dc.subjectLinear control systemsen
dc.subjectOptimal control systemsen
dc.subjectStochastic control systemsen
dc.subjectSet theoryen
dc.subjectIntegral equationsen
dc.subjectControl theoryen
dc.subjectFeedback controlen
dc.subjectPartial informationen
dc.subjectNonlinear control systemsen
dc.subjectControl nonlinearitiesen
dc.subjectLinear exponential quadratic gaussian tracking problemsen
dc.subjectBorel measurableen
dc.subjectIntegral cost functionen
dc.subjectLinear quadratic gaussian tracking problemsen
dc.titleExamples of optimal control for nonlinear stochastic control problems with partial informationen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.description.volume3
dc.description.startingpage2187
dc.description.endingpage2192
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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