ON THE EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED DIFFUSION

被引：16
作者：
HAUSSMANN, UG
机构：
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1982年 / 20卷 / 03期
关键词：
731 Automatic Control Principles and Applications - 931 Classical Physics; Quantum Theory; Relativity;
D O I：
10.1137/0320030
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of optimally controlling a partially observed diffusion process is shown to have a solution in two cases: when the set of admissible controls is compact, or when the set of admissible controls is the set of randomized controls.
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收藏
页码：385 / 407
页数：23
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