Accession Number:

ADA010496

Title:

A Finite-State, Finite-Memory Minimum Principle: Part II.,

Descriptive Note:

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Report Date:

1975-01-01

Pagination or Media Count:

28.0

Abstract:

In part 1 of this paper, a minimum principle was found for the finite-state, finite-memory FSFM stochastic control problem. In part 2, conditions for the sufficiency of the minimum principle are stated in terms of the informational properties of the problem. This is accomplished by introducing the notion of a signaling strategy. Then a min-H algorithm based on the FSFM minimum principle is presented. This algorithm converges, after a finite number of steps, to a person - by - person extremal solution.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE