Information States in Optimal Control of Stochastic Systems: a Lie Algebraic Theoretic Approach
نویسندگان
چکیده
In this paper we introduce the suucient statistic algebra which is responsible for propagating the suucient statistic , or information state, in the optimal control of stochas-tic systems. Using a Lie algebraic formulation, the suf-cient statistic algebra enables us to determine a priori whether there exist nite-dimensional controllers; it also enables us to classify all nite-dimensional controllers.
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تاریخ انتشار 1997