• DocumentCode
    806961
  • Title

    On the stochastic control of linear systems with different information sets

  • Author

    Chong, Chee-yee ; Athans, Michael

  • Author_Institution
    Massachusetts Institute of Technology, Cambridge, MA, USA
  • Volume
    16
  • Issue
    5
  • fYear
    1971
  • fDate
    10/1/1971 12:00:00 AM
  • Firstpage
    423
  • Lastpage
    430
  • Abstract
    This paper deals with the stochastic control of linear systems in which the information available to distinct controllers is different. Constraints on the control structure are imposed. Necessary conditions for optimality of the controller structure parameters are obtained. The results show that the separation theorem does not hold in this case.
  • Keywords
    Decentralized control; Linear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Control systems; Cost function; Electric variables control; Equations; Large-scale systems; Linear systems; Optimal control; Signal generators; Size measurement; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1971.1099810
  • Filename
    1099810
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=806961