Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property

DOI10.1080/00207177508922126MaRDI QIDQ4077839zbMATH OpenOpenAlexFDO

Authors Hajime Akashi, Hiromitsu Kumamoto, Kazuo Nose

Publication date 1975

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

Full work available at URL https://doi.org/10.1080/00207177508922126

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cites work

• On certainty equivalence of stochastic optimal control problem
• On the Separation Theorem of Stochastic Control

Cited in

(3)

• Multiple-model adaptive control for jump-linear stochastic systems
• Nonlinear filters for chaotic oscillatory systems
• Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems

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