ISSN:
1573-2878
Schlagwort(e):
Observation cost
;
quadratic cost
;
LQG problems
;
optimal observation times
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract Feedback control is sometimes applied to a dynamic system operating in a stochastic environment under circumstances where only a limited number of observations can be made. The optimal positioning of ana priori fixed number of observations is considered. A direct approach to this problem yields a dynamic programming functional equation, while a second approach involving an ancillary observation cost leads to a rapid and practical numerical solution.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF00934604
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