Control of Finite-State, Finite-Memory Stochastic Systems.
MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB
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The report discusses a generalized problem of stochastic control, in which multiple controllers with different data bases are present. The vehicle for the investigation is the finite-state, finite-memory FSFM stochastic control problem. For this problem, the usual technique of stochastic dynamic programming does not apply. Instead, optimality conditions are obtained by deriving an equivalent deterministic optimal control problem. Modified author abstract
- Statistics and Probability