Title :
A finite-state, finite-memory minimum principle
Author :
Sandell, N.R. ; Athans, M.
Author_Institution :
Massachusetts Institute of Technology, Cambridge, Mass.
Abstract :
A class of finite - state, finite - memory stochastic control problems is considered. A minimum principle is derived. Signaling strategies are defined and related to the necessary conditions of the minimun principle. Min - H algorithms for the problem are described.
Keywords :
Control systems; Costs; Equations; Probability distribution; Signal processing; Stochastic processes;
Conference_Titel :
Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
Conference_Location :
Houston, TX, USA
DOI :
10.1109/CDC.1975.270584
