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Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation

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Publication:786785
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DOI10.1007/BF00934899zbMath0527.93070OpenAlexW2063536386MaRDI QIDQ786785

Yaakov Yavin

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934899


zbMATH Keywords

algorithmGaussian white noisepartial observationsrandomized strategiesrandom motionweak suboptimal randomized strategies


Mathematics Subject Classification ID

Optimal stochastic control (93E20) Probabilistic measure theory (60A10) Kinematics of a particle (70B05)




Cites Work

  • Unnamed Item
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  • Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator
  • Optimal Stochastic Control with Special Information Patterns
  • Computation of nash equilibrium pairs of a stochastic differential game
  • Necessary Conditions for Optimality of Cauchy Problems for Parabolic Partial Differential Systems
  • Existence of optimal stochastic controls under partial observation
  • Optimal Control of Partially Observable Diffusions
  • Diffusion processes with continuous coefficients, I
  • Dynamic Programming Conditions for Partially Observable Stochastic Systems
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