{"title":"随机约束下的随机控制","authors":"N. Christopeit","doi":"10.1109/CDC.1978.267977","DOIUrl":null,"url":null,"abstract":"In this paper a partially observable system governed by a linear stochastic differential equation is considered. The expected loss is to be minimized in the class of all feedback controls depending linearly on the observation process subject to the condition that the terminal point of the system process lies in some fixed target set with a prescribed probability. The existence of optimal controls is shown via the construction of an equivalent deterministic control problem.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"78 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stochastic control under chance constraints\",\"authors\":\"N. Christopeit\",\"doi\":\"10.1109/CDC.1978.267977\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper a partially observable system governed by a linear stochastic differential equation is considered. The expected loss is to be minimized in the class of all feedback controls depending linearly on the observation process subject to the condition that the terminal point of the system process lies in some fixed target set with a prescribed probability. The existence of optimal controls is shown via the construction of an equivalent deterministic control problem.\",\"PeriodicalId\":375119,\"journal\":{\"name\":\"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes\",\"volume\":\"78 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.1978.267977\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1978.267977","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
In this paper a partially observable system governed by a linear stochastic differential equation is considered. The expected loss is to be minimized in the class of all feedback controls depending linearly on the observation process subject to the condition that the terminal point of the system process lies in some fixed target set with a prescribed probability. The existence of optimal controls is shown via the construction of an equivalent deterministic control problem.
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