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Towards sub-optimal stochastic control of partially observable stochastic systems
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Ruzicka, G. J. |
| Copyright Year | 1980 |
| Description | A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven. |
| File Size | 648203 |
| Page Count | 7 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19810013280 |
| Archival Resource Key | ark:/13960/t97709627 |
| Language | English |
| Publisher Date | 1980-01-01 |
| Access Restriction | Open |
| Subject Keyword | Cybernetics Approximation Stochastic Processes Optimal Control Differential Equations Nonlinear Filters White Noise Control Theory Flight Control Bellman Theory Nonlinear Systems Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
