On approximation techniques for stochastic control with partial information
Research output: Journal Publications and Reviews › RGC 22 - Publication in policy or professional journal
Author(s)
Detail(s)
Original language | English |
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Pages (from-to) | 716-718 |
Journal / Publication | Proceedings of the IEEE Conference on Decision and Control |
Volume | 1 |
Publication status | Published - 1989 |
Externally published | Yes |
Conference
Title | Proceedings of the 28th IEEE Conference on Decision and Control. Part 1 (of 3) |
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City | Tampa, FL, USA |
Period | 13 - 15 December 1989 |
Link(s)
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 posible and to permit more general classes of approximate feedback to be envisioned.
Citation Format(s)
On approximation techniques for stochastic control with partial information. / Bensoussan, A.
In: Proceedings of the IEEE Conference on Decision and Control, Vol. 1, 1989, p. 716-718.
In: Proceedings of the IEEE Conference on Decision and Control, Vol. 1, 1989, p. 716-718.
Research output: Journal Publications and Reviews › RGC 22 - Publication in policy or professional journal