Stochastic optimal control under Poisson-distributed observations

DOI10.1109/9.827351zbMath1012.93068OpenAlexW2139544166MaRDI QIDQ4507007

Peter E. Caines, Roland P. Malhamé, Michel Adès

Publication date: 17 October 2000

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

Full work available at URL: https://doi.org/10.1109/9.827351

zbMATH Keywords

stochastic optimal controlclosed form solutions

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling ⋮ Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements

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