Full “Bang” to Reduce Predicted Miss is Optimal
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Publication:4087054
DOI10.1137/0314005zbMath0323.93049OpenAlexW2169866613MaRDI QIDQ4087054
Publication date: 1976
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0314005
Inference from stochastic processes and prediction (62M20) Optimal stochastic control (93E20) Optimality conditions (49K99)
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Optimal control for a class of partially observable systems† ⋮ Control Theory with Information Structures ⋮ Maximum principle for stochastic control of SDEs with measurable drifts ⋮ Estimation and control for linear, partially observable systems with non- Gaussian initial distribution ⋮ Filtering formulae for partially observed linear systems with non-gaussian initial conditions ⋮ Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control ⋮ On the separation principle with bounded controls ⋮ On “predicted miss” stochastic control problems ⋮ On the existence of weak solutions to stochastic differential equations with degenerate diffusion ⋮ Ruin probability in a two-dimensional model with correlated Brownian motions ⋮ On Benes' bang-bang control problem
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