On certainty equivalence of stochastic optimal control problem

DOI10.1080/00207177508922040MaRDI QIDQ4058599zbMATH OpenOpenAlexFDO

Authors Hajime Akashi, Kazuo Nose

Publication date 1975

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

Full work available at URL https://doi.org/10.1080/00207177508922040

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems and control (93E99)

Cites work

• On the Separation Theorem of Stochastic Control
• Optimization of stochastic systems. Topics in discrete-time systems
• Optimum Control of Non-Gaussian Linear Stochastic Systems with Inaccessible State Variables
• Separability, neutrality and certainty equivalence†

Cited in

(2)

• Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property
• Optimal control for linear continuous-time systems with general noises based upon sampled data

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