The solution of a partially observed stochastic optimal control problem in terms of predicted miss

DOI10.1109/9.159594zbMath0755.93082OpenAlexW2565317630MaRDI QIDQ4021225

Raymond W. Rishel, Kurt Helmes

Publication date: 16 January 1993

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.159594

zbMATH Keywords

Wiener processstate jump Markov process

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (5)

Stabilization and tracking of the trajectory of a linear system with jump drift ⋮ Stabilization of jump linear gaussian systems without mode observations ⋮ Hybrid adaptive control ⋮ A stabilizing controller for jump linear Gaussian systems with noisy state observations ⋮ Practical implementation of the solution of the stabilization problem for a linear system with discontinuous random drift by indirect observations

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