On the Stochastic Control of Linear Systems with Different Information Sets,

Abstract

The paper deals with the stochastic control of linear systems in which the information available to distinct controllers is different. Constraints on the control structure are imposed. Necessary conditions for optimality of the controller structure parameters are obtained. The results show that the separation theorem does not hold in this case. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1970
Accession Number
AD0723737

Entities

People

  • Chee-yee Chong
  • Michael Athans

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Linear Systems
  • Mathematics
  • Stochastic Control

Readers

  • Computer Science/Computer Engineering/Data Science/Digital Signal Processing.
  • Mathematical Modeling and Probability Theory.
  • Operations Research