Geodesic
An optimal impulse control problem with incomplete data
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 3, pp. 515-526

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The paper deals with a problem of impulse control of a point moving in a vicinity of the nominal trajectory. The actual trajectory is unknown to the observer. To determine it, trajectory measurements are carried out. The times of control impulses and their magnitudes are determined in accordance with the trajectory measurements. The problem is reduced to that of controlling some Markov process. The method of solving the problem and necessary calculations are given. 
@article{TVP_1975_20_3_a2,
     author = {V. A. Ryasin},
     title = {An optimal impulse control problem with incomplete data},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {515--526},
     publisher = {mathdoc},
     volume = {20},
     number = {3},
     year = {1975},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_3_a2/}
}
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V. A. Ryasin. An optimal impulse control problem with incomplete data. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 3, pp. 515-526. http://geodesic.mathdoc.fr/item/TVP_1975_20_3_a2/