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Stochastic Control with Randomly
Intermittent State Observation

*M. Ades, P.E. Caines*
This project involves the formulation and explicit solution of stochastic
control problems for linear systems where complete state observations are
only permitted at random times. In this novel, but practically important
class of problems, the optimal control with respect to quadratic criteria
depends upon state predictions between the random sampling instants. General
and Poisson distributed observation point processes have been considered.

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*Annual Report*

*Fri Nov 26 23:00:32 GMT 1999*