On the evaluation of expected performance cost for partially observed closed-loop stochastic systems

DOI10.1080/00207178508933373zbMath0594.93054OpenAlexW2070561770MaRDI QIDQ5903154

Mansour Eslami, David S. Bayard

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/00207178508933373

zbMATH Keywords

expected performance costpartially observed closed-loop stochastic systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Stochastic adaptive control methods: a survey
• Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering†

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