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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1985 Issue 6, Pages 77–87 (Mi at7035)

This article is cited in 3 papers

Stochastic Systems

Optimal control of observations in the filtering of diffusion processes. II

B. M. Miller

Moscow

Abstract: Optimality conditions and as a generalized maximum principle are described for observation control, in particular, when the principle is the sufficient condition of optimality. Specific observation control problems are described.

UDC: 62-505


Received: 19.03.1984


 English version:
Automation and Remote Control, 1985, 46, 745–754

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