Maximum Principle for Optimal Control of Point Processes with Correlated Noisy Observations

摘要：

This paper is concerned with a necessary condition for optimal control of point processes with Gaussian white-noised observations.. There are two distinguishing features, compared with the existing literature. One is that the states are partially observable; The other one is that the states and the observations are correlated. We.nd a necessary condition in the form of maximum principle when control domain is convex.

作者: XIAO Hua

作者单位: School of Mathematics and Statistics, Shandong University at Weihai, Weihai 264209, P.R.China School of Mathematics, Shandong University, Jinan 250100, P.R.China

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-4

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）