What Is the Effect of Observable Information Quantity on Cost Functional?

摘要：

This paper is concerned with a linear-quadratic (LQ,for short)optimal control problem with partial information.Using stochastic ltering,Wonhams separation theorem and maximum principle,one shows that the effect of observable information quantity on cost functional.This result is basically consistent with peoples intuition.

作者: WANG Guangchen

作者单位: School of Control Science and Engineering,Shandong University,Jinan 250061,P.R.China School of Mathematical Sciences,Shandong Normal University,Jinan 250014,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）