| 题名 | Partially Observed Optimal Control with Correlated Noises |
| 作者 | |
| 通讯作者 | Li, Zhipeng |
| DOI | |
| 发表日期 | 2024
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| 会议名称 | 3rd Conference on Fully Actuated System Theory and Applications, FASTA 2024
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| ISBN | 9798350373691
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| 会议录名称 | |
| 页码 | 1328-1333
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| 会议日期 | May 10, 2024 - May 12, 2024
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| 会议地点 | Shenzhen, China
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| 会议录编者/会议主办者 | Southern University of Science and Technology; Technical Committee on Fully Actuated System Theory and Applications, CAA
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| 出版者 | |
| 摘要 | We derive a minimum principle for a class of partially observed optimal control model, where the system noise and the observation noise are correlated and the performance index is in a form of an exponential of integral. An approximate formula is derived and it allows us to approximate the original forward-backward stochastic partial differential equations appearing in the minimum principle by a singular forward-backward stochastic ordinary differential equations. © 2024 IEEE. |
| 学校署名 | 其他
|
| 语种 | 英语
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| 收录类别 | |
| 资助项目 | This work is supported by Youth Foundation of Shandong Natural Science Foundation under Grant ZR2023QF091, as well as the National Natural Science Foundation of China under Grants No. U23A20325, No.62173118 and No.62350710214.
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| EI入藏号 | 20243216839481
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| EI主题词 | Approximation algorithms
; Nonlinear equations
; Ordinary differential equations
; Stochastic control systems
; Stochastic systems
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| EI分类号 | Control Systems:731.1
; Mathematics:921
; Calculus:921.2
; Systems Science:961
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| 来源库 | EV Compendex
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| 引用统计 | |
| 成果类型 | 会议论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/807136 |
| 专题 | 南方科技大学 |
| 作者单位 | 1.Qufu Normal University, College of Engineering, Rizhao; 276826, China 2.SDIM, South University of Science and Technology of China, Shenzhen; 518055, China 3.University of Shandong University of Science and Technology, College of Electrical Engineering and Automation, Qingdao; 266590, China |
| 推荐引用方式 GB/T 7714 |
Li, Zhipeng,Fu, Minyue,Zhang, Huanshui,et al. Partially Observed Optimal Control with Correlated Noises[C]//Southern University of Science and Technology; Technical Committee on Fully Actuated System Theory and Applications, CAA:Institute of Electrical and Electronics Engineers Inc.,2024:1328-1333.
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| 条目包含的文件 | 条目无相关文件。 | |||||
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