Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property

DOI10.1080/00207177508922126zbMath0316.93032OpenAlexW2008018743MaRDI QIDQ4077839

Hajime Akashi, Hiromitsu Kumamoto, Kazuo Nose

Publication date: 1975

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177508922126

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (3)

Nonlinear filters for chaotic oscillatory systems ⋮ Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems ⋮ Multiple-model adaptive control for jump-linear stochastic systems

Cites Work

• On certainty equivalence of stochastic optimal control problem
• On the Separation Theorem of Stochastic Control

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