• DocumentCode
    3010870
  • Title

    A finite-state, finite-memory minimum principle

  • Author

    Sandell, N.R. ; Athans, M.

  • Author_Institution
    Massachusetts Institute of Technology, Cambridge, Mass.
  • fYear
    1975
  • fDate
    10-12 Dec. 1975
  • Firstpage
    637
  • Lastpage
    644
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
  • Conference_Location
    Houston, TX, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1975.270584
  • Filename
    4045501