Optimal bang-bang control of partially observable stochastic systems†

DOI10.1080/00207728108963736zbMath0455.49016OpenAlexW2049492147MaRDI QIDQ3903610

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Publication date: 1981

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728108963736

zbMATH Keywords

bang-bang controlpartially observable control

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Related Items (4)

Numerical solution to a stochastic interception problem ⋮ An alternative approach to non-linear filtering† ⋮ An alternative approach to non-linear filtering : jump process observations† ⋮ An alternative approach to non-linear filtering: maximizing the probability of hitting a target set†‡

Cites Work

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• Probability methods for the convergence of finite difference approximations to partial differential equations
• Probability methods for approximations in stochastic control and for elliptic equations
• Optimal feedback control of a class of stochastic systems permitting jumps in the diffusion processes
• Optimal Control of Partially Observable Diffusions
• Diffusion processes with continuous coefficients, I
• On the optimal control of two classes of non-linear distributed parameter systems†

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