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A finite-state, finite-memory minimum principleA class of finite-state, finite-memory stochastic control problems is considered. A minimum principle is derived. Signaling strategies are defined and related to the necessary conditions of the minimum principle. Min-H algorithms for the problem are described.
Document ID
19780064988
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
External Source(s)
doi:10.1007/BF00933218
Authors
Sandell, N. R., Jr. (Massachusetts Inst. of Tech. Cambridge, MA, United States)
Athans, M. (MIT Cambridge, Mass., United States)
Date Acquired
August 9, 2013
Publication Date
June 1, 1978
Publication Information
Publication: Journal of Optimization Theory and Applications
Volume: 25
Subject Category
Cybernetics
Accession Number
78A48897
Funding Number(s)
CONTRACT_GRANT: NSF GK-25781
CONTRACT_GRANT: NGL-22-009-124
CONTRACT_GRANT: AF-AFOSR-72-2273
Distribution Limits
Public
Copyright
Other

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