标题:Maximum principle for optimal control of point processes with correlated noisy observations
作者:Xiao, Hua
通讯作者:Xiao, H.
作者机构:[Xiao, Hua ] School of Mathematics and Statistics, Shandong University at Weihai, Weihai 264209, China;[Xiao, Hua ] School of Mathematics, Shandong Un 更多
会议名称:30th Chinese Control Conference, CCC 2011
会议日期:22 July 2011 through 24 July 2011
来源:Proceedings of the 30th Chinese Control Conference, CCC 2011
出版年:2011
页码:1921-1924
关键词:Correlated Noises; Maximum Principle; Partially Observed Optimal Control; Point Processes
摘要:This paper is concerned with a necessary condition for optimal control of point processes with Gaussian white-noised observations There are two distinguishing features, compared with the existing literature. One is that the states are partially observable; The other one is that the states and the observations are correlated. We find a necessary condition in the form of maximum principle when control domain is convex. © 2011 Chinese Assoc of Automati.
收录类别:EI;SCOPUS
Scopus被引频次:1
资源类型:会议论文;期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-80053067812&partnerID=40&md5=a6bd8dea95bff096435f07d245f8b3d7
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