Filtering method for linear and non-linear stochastic optimal control of partially observable systems

DOI10.2298/FIL1719979DzbMath1499.93074OpenAlexW2594071482MaRDI QIDQ5022791

Ali Poursherafatan, Ali Delavarkhalafi

Publication date: 19 January 2022

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1719979d

zbMATH Keywords

stochastic optimal controlKalman filterfeedback controllinear filteringpartially observable systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Linear systems in control theory (93C05) Observability (93B07) Optimal stochastic control (93E20)

Related Items (3)

On topology of polynomial type sequences with bounded integer coefficients ⋮ Filtering method for linear and non-linear stochastic optimal control of partially observable systems II ⋮ On optimal stochastic jumps in multi server queue with impatient customers via stochastic control

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