标题：Maximum principle for optimal control of point processes with correlated noisy observations
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
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.