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Title: Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach (English)
Author: Charalambous, Charalambos D.
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 34
Issue: 6
Year: 1998
Pages: [725]-738
Summary lang: English
Category: math
Summary: 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. (English)
Keyword: optimal control of stochastic systems
Keyword: sufficient statistic algebra
Keyword: finite-dimensional controllers
MSC: 49K45
MSC: 93B25
MSC: 93E20
idZBL: Zbl 1274.93281
idMR: MR1695374
Date available: 2009-09-24T19:22:09Z
Last updated: 2015-03-28
Stable URL:
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