On the evaluation of expected performance cost for partially observed closed-loop stochastic systems (Q5903314)
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scientific article; zbMATH DE number 3983037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the evaluation of expected performance cost for partially observed closed-loop stochastic systems |
scientific article; zbMATH DE number 3983037 |
Statements
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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