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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