Control of Finite-State, Finite-Memory Stochastic Systems.

Abstract

The report discusses a generalized problem of stochastic control, in which multiple controllers with different data bases are present. The vehicle for the investigation is the finite-state, finite-memory (FSFM) stochastic control problem. For this problem, the usual technique of stochastic dynamic programming does not apply. Instead, optimality conditions are obtained by deriving an equivalent deterministic optimal control problem. (Modified author abstract)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1974
Accession Number
AD0783340

Entities

People

  • Nils R. Sandell Jr.

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Computer Programming
  • Databases
  • Dynamic Programming
  • Mathematics
  • Stochastic Control

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.