On the evaluation of expected performance cost for partially observed closed-loop stochastic systems (Q5903314): Difference between revisions

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Latest revision as of 17:58, 17 June 2024

scientific article; zbMATH DE number 3983037
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English
On the evaluation of expected performance cost for partially observed closed-loop stochastic systems
scientific article; zbMATH DE number 3983037

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    On the evaluation of expected performance cost for partially observed closed-loop stochastic systems (English)
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    1985
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    partially observed closed-loop stochastic systems
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    expected cost
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    linearized model
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    control variate
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    variance reduction
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    Monte Carlo estimation
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