Optimal control under partial informationa brief introduction

来源 :2016随机微分方程和随机过程研讨会(Workshop on SDEs and Stochastic Processes | 被引量 : 0次 | 上传用户：fxlilac

【摘要】

：

　　In this talk,we will first present a couple of examples which call for the combined study of stochastic filtering and control.We will survey some methods fo

【作者】

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Jie Xiong

【机构】

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UniversityofMacau,China

【出处】

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2016随机微分方程和随机过程研讨会(Workshop on SDEs and Stochastic Processes

【发表日期】

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2016年4期

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　　In this talk,we will first present a couple of examples which call for the combined study of stochastic filtering and control.We will survey some methods for the decoupling of the two problems and the solutions to each of them.

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Optimal control under partial informationa brief introduction

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