The impact of costly observations and observation delay in stochastic optimal control problems†
DOI10.1080/0020718508961162zbMath0569.93069OpenAlexW2151790109MaRDI QIDQ3688292
Nejat Olgac, Richard W. Longman, C. Anthony Cooper
Publication date: 1985
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0020718508961162
noiseoptimal observationdynamic programming approachdiscrete-time quadratic cost optimal control problems
Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Dynamic programming (90C39) Observability (93B07) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)
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