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

DOI10.1007/BF00934899zbMATH Open0527.93070OpenAlexW2063536386MaRDI QIDQ786785FDOQ786785

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

• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• Diffusion processes with continuous coefficients, I
• Optimal Control of Partially Observable Diffusions
• Necessary Conditions for Optimality of Cauchy Problems for Parabolic Partial Differential Systems
• Existence of optimal stochastic controls under partial observation
• Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator
• Title not available (Why is that?)
• Optimal Stochastic Control with Special Information Patterns
• Title not available (Why is that?)
• Computation of nash equilibrium pairs of a stochastic differential game

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