Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation

DOI10.1007/BF00934899MaRDI QIDQ786785zbMATH OpenOpenAlexFDO

Authors Y. Yavin

Publication date 1984

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00934899

zbMATH Keywords

algorithmpartial observationsGaussian white noiserandomized strategiesrandom motionweak suboptimal randomized strategies

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Kinematics of a particle (70B05) Probabilistic measure theory (60A10)

Cites work

• scientific article; zbMATH DE number 3696203 (Why is no real title available?)
• scientific article; zbMATH DE number 3756271 (Why is no real title available?)
• Computation of nash equilibrium pairs of a stochastic differential game
• Diffusion processes with continuous coefficients, I
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• Existence of optimal stochastic controls under partial observation
• Necessary Conditions for Optimality of Cauchy Problems for Parabolic Partial Differential Systems
• Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator
• Optimal Control of Partially Observable Diffusions
• Optimal Stochastic Control with Special Information Patterns

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