Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach
Kybernetika (1998)
- Volume: 34, Issue: 6, page [725]-738
- ISSN: 0023-5954
Access Full Article
top
Abstract
topHow to cite
topCharalambous, 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
top- Beneš V., 10.1080/17442508108833174, Stochastics 5 (1981), 65–92 (1981) Zbl0458.60030MR0643062DOI10.1080/17442508108833174
- Brockett R., Clark J., Geometry of the conditional density equation, In: Proceedings of the International Conference on Analysis and Optimization of Stochastic Systems, Oxford 1978 Zbl0496.93049
- Charalambous C., Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems, IEEE Trans. Automat. Control, to appear Zbl0886.93070MR1469073
- Charalambous C., Elliott R., 10.1109/9.566658, IEEE Trans. Automat. Control 42 (1997), 4. 482–497 (1997) MR1442583DOI10.1109/9.566658
- Charalambous C., Hibey J., 10.1080/17442509608834063, Stochastics and Stochastics Reports 57 (1996), 2, 247–288 (1996) Zbl0891.93084MR1425368DOI10.1080/17442509608834063
- Charalambous C., Naidu D., Moore K., Solvable risk-sensitive control problems with output feedback, In: Proceedings of 33rd IEEE Conference on Decision and Control, Lake Buena Vista 1994, pp. 1433–1434 (1994)
- Chen J., Yau S.-T., Leung C.-W., 10.1137/S0363012993251316, SIAM J. Control Optim. 34 (1996), 1, 179–198 (1996) Zbl0847.93062MR1372910DOI10.1137/S0363012993251316
- Hazewinkel M., Willems J., Stochastic systems: The mathematics of filtering and identification, and applications, In: Proceedings of the NATO Advanced Study Institute, D. Reidel, Dordrecht 1981 Zbl0486.00016MR0674319
- Marcus S., 10.1137/0322052, SIAM J. Control Optim. 26 (1984), 5, 817–844 (1984) Zbl0548.93073MR0762622DOI10.1137/0322052
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.