DocumentCode
3279741
Title
On approximation techniques for stochastic control with partial information
Author
Bensoussan, A.
Author_Institution
Univ. Paris-Dauphine, France
fYear
1989
fDate
13-15 Dec 1989
Firstpage
716
Abstract
Finite-dimensional filters are used in the context of stochastic control with partial information to obtain a kind of approximate separation principle. It turns out that many technical problems are met in the study of the approximation and that some simplification is desirable. The author shows how to use partial differential equation techniques to simplify the proofs as much as possible and to permit more general classes of approximate feedback to be envisioned
Keywords
filtering and prediction theory; partial differential equations; stochastic systems; approximate separation principle; approximation techniques; finite dimensional filters; partial differential equation; partial information; stochastic control; Cost function; Covariance matrix; Feedback; Maximum likelihood detection; Nonlinear filters; Probability distribution; Process control; Random variables; Stochastic processes; Stochastic resonance;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location
Tampa, FL
Type
conf
DOI
10.1109/CDC.1989.70210
Filename
70210
Link To Document