Accession Number:

AD0723737

Title:

On the Stochastic Control of Linear Systems with Different Information Sets,

Descriptive Note:

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s):

Report Date:

1970-12-01

Pagination or Media Count:

27.0

Abstract:

The paper deals with the stochastic control of linear systems in which the information available to distinct controllers is different. Constraints on the control structure are imposed. Necessary conditions for optimality of the controller structure parameters are obtained. The results show that the separation theorem does not hold in this case. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE