DocumentCode
823520
Title
Optimal control of noisy finite-state Markov processes
Author
Segall, Adrian
Author_Institution
Technion-Israel Institute of Technology, Haifa, Israel
Volume
22
Issue
2
fYear
1977
fDate
4/1/1977 12:00:00 AM
Firstpage
179
Lastpage
186
Abstract
This paper treats the problem of optimal control of finite-state Markov processes observed in noise. Two types of noisy observations are considered: additive white Gaussian noise and jump-type observations. Sufficient conditions for the optimality of a control law are obtained similar to the stochastic Hamilton-Jacobi equation for perfectly observed Markov processes. An illustrative example concludes the paper.
Keywords
Linear systems, stochastic continuous-time; Markov processes; Optimal stochastic control; Stochastic optimal control; Additive white noise; Aerospace materials; Automatic control; Control systems; Gaussian noise; Helium; Laboratories; Markov processes; Optimal control; Recursive estimation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1977.1101447
Filename
1101447
Link To Document