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

DOI10.1080/00207178508933373zbMath0607.93047OpenAlexW2070561770MaRDI QIDQ5903314

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

variance reductionlinearized modelcontrol variateexpected costMonte Carlo estimationpartially observed closed-loop stochastic systems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Implicit dual control based on particle filtering and forward dynamic programming

Cites Work

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

This page was built for publication: On the evaluation of expected performance cost for partially observed closed-loop stochastic systems