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Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach
Kybernetika, Tome 34 (1998) no. 6, pp. 725-738 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Certain Lie algebraic methods widely used in nonlinear control theory, are then employed to derive finite- dimensional controllers. The sufficient statistic algebra enables us to determine a priori whether there exist finite-dimensional controllers; it also enables us to classify all finite-dimensional controllers.
In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Certain Lie algebraic methods widely used in nonlinear control theory, are then employed to derive finite- dimensional controllers. The sufficient statistic algebra enables us to determine a priori whether there exist finite-dimensional controllers; it also enables us to classify all finite-dimensional controllers.
Classification : 49K45, 93B25, 93E20
Keywords: optimal control of stochastic systems; sufficient statistic algebra; finite-dimensional controllers 
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     title = {Finite-dimensionality of information states in optimal control of stochastic systems: a {Lie} algebraic approach},
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Charalambous, Charalambos D. Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach. Kybernetika, Tome 34 (1998) no. 6, pp. 725-738. http://geodesic.mathdoc.fr/item/KYB_1998_34_6_a9/

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