Remarks on the separation principle

A. Bensoussan

Remarks on the separation principle

A. Bensoussan

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

Abstract

The objective of this paper is to extend the applicability of the separation principle to the case of non smooth feedbacks, by allowing an extension of the concept of admissible controls. It discusses the following: setting the problem, the separated problem, Bellman equation, solution of the separated problem, and the new definition of the problem of optimal stochastic control with partial information.

Original language	English
Title of host publication	Proceedings of the IEEE Conference on Decision and Control
Publisher	IEEE
Pages	3520-3522
Volume	4
ISBN (Print)	780312988
Publication status	Published - 1993
Externally published	Yes
Event	32nd IEEE Conference on Decision and Control - San Antonio, TX, United States Duration: 15 Dec 1993 → 17 Dec 1993

Publication series

Name
Volume	4
ISSN (Electronic)	0191-2216

Conference

Conference	32nd IEEE Conference on Decision and Control
Place	United States
City	San Antonio, TX
Period	15/12/93 → 17/12/93

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@inproceedings{3722a80adb1e4c95a2ca4af2917e3dce,

title = "Remarks on the separation principle",

abstract = "The objective of this paper is to extend the applicability of the separation principle to the case of non smooth feedbacks, by allowing an extension of the concept of admissible controls. It discusses the following: setting the problem, the separated problem, Bellman equation, solution of the separated problem, and the new definition of the problem of optimal stochastic control with partial information.",

author = "A. Bensoussan",

year = "1993",

language = "English",

isbn = "780312988",

volume = "4",

publisher = "IEEE",

pages = "3520--3522",

booktitle = "Proceedings of the IEEE Conference on Decision and Control",

address = "United States",

note = "32nd IEEE Conference on Decision and Control ; Conference date: 15-12-1993 Through 17-12-1993",

}

TY - GEN

T1 - Remarks on the separation principle

AU - Bensoussan, A.

PY - 1993

Y1 - 1993

N2 - The objective of this paper is to extend the applicability of the separation principle to the case of non smooth feedbacks, by allowing an extension of the concept of admissible controls. It discusses the following: setting the problem, the separated problem, Bellman equation, solution of the separated problem, and the new definition of the problem of optimal stochastic control with partial information.

AB - The objective of this paper is to extend the applicability of the separation principle to the case of non smooth feedbacks, by allowing an extension of the concept of admissible controls. It discusses the following: setting the problem, the separated problem, Bellman equation, solution of the separated problem, and the new definition of the problem of optimal stochastic control with partial information.

UR - https://www.scopus.com/pages/publications/0027809524

UR - https://www.scopus.com/pages/publications/0027809524#tab=impact

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 780312988

VL - 4

SP - 3520

EP - 3522

BT - Proceedings of the IEEE Conference on Decision and Control

PB - IEEE

T2 - 32nd IEEE Conference on Decision and Control

Y2 - 15 December 1993 through 17 December 1993

ER -

Remarks on the separation principle

Abstract

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