DocumentCode
2113790
Title
Remarks on the separation principle
Author
Bensoussan, A.
Author_Institution
Univ. Paris Dauphine, France
fYear
1993
fDate
15-17 Dec 1993
Firstpage
3520
Abstract
The objective of the paper is to extend the applicability of the separation principle to the case of nonsmooth feedbacks, by allowing an extension of the concept of admissible controls. Topics covered in the paper include: the Bellman equation; solution of the separated problem; and a new definition of the problem of optimal stochastic control with partial information
Keywords
Kalman filters; feedback; matrix algebra; optimal control; stochastic processes; stochastic systems; Bellman equation; admissible controls; nonsmooth feedbacks; optimal stochastic control; partial information; separation principle; Control systems; Cost function; Covariance matrix; Discrete wavelet transforms; Feedback; Optimal control; Q measurement; Riccati equations; Stochastic processes; Technological innovation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location
San Antonio, TX
Print_ISBN
0-7803-1298-8
Type
conf
DOI
10.1109/CDC.1993.325873
Filename
325873
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