Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach

Charalambos D. Charalambous

Kybernetika (1998)

  • Volume: 34, Issue: 6, page [725]-738
  • ISSN: 0023-5954

Abstract

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In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Certain Lie algebraic methods widely used in nonlinear control theory, are then employed to derive finite- dimensional controllers. The sufficient statistic algebra enables us to determine a priori whether there exist finite-dimensional controllers; it also enables us to classify all finite-dimensional controllers.

How to cite

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Charalambous, Charalambos D.. "Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach." Kybernetika 34.6 (1998): [725]-738. <http://eudml.org/doc/33401>.

@article{Charalambous1998,
abstract = {In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Certain Lie algebraic methods widely used in nonlinear control theory, are then employed to derive finite- dimensional controllers. The sufficient statistic algebra enables us to determine a priori whether there exist finite-dimensional controllers; it also enables us to classify all finite-dimensional controllers.},
author = {Charalambous, Charalambos D.},
journal = {Kybernetika},
keywords = {optimal control of stochastic systems; sufficient statistic algebra; finite-dimensional controllers; optimal control of stochastic systems; sufficient statistic algebra; finite-dimensional controllers},
language = {eng},
number = {6},
pages = {[725]-738},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach},
url = {http://eudml.org/doc/33401},
volume = {34},
year = {1998},
}

TY - JOUR
AU - Charalambous, Charalambos D.
TI - Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach
JO - Kybernetika
PY - 1998
PB - Institute of Information Theory and Automation AS CR
VL - 34
IS - 6
SP - [725]
EP - 738
AB - In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Certain Lie algebraic methods widely used in nonlinear control theory, are then employed to derive finite- dimensional controllers. The sufficient statistic algebra enables us to determine a priori whether there exist finite-dimensional controllers; it also enables us to classify all finite-dimensional controllers.
LA - eng
KW - optimal control of stochastic systems; sufficient statistic algebra; finite-dimensional controllers; optimal control of stochastic systems; sufficient statistic algebra; finite-dimensional controllers
UR - http://eudml.org/doc/33401
ER -

References

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  9. Marcus S., 10.1137/0322052, SIAM J. Control Optim. 26 (1984), 5, 817–844 (1984) Zbl0548.93073MR0762622DOI10.1137/0322052

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