Accession Number : AD0695446

Title :   A SUFFICIENT CONDITION FOR THE TEMPORAL DECOMPOSITION OF OPTIMUM-CONTROL PROBLEMS FOR LINEAR STOCHASTIC SYSTEMS WITH RESTRICTED CONTROLLERS,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Root,J. G.

Report Date : SEP 1969

Pagination or Media Count : 22

Abstract : It is shown that the optimum-control problem for linear stochastic sampled-data systems with restricted controllers can be transformed into an ordinary estimation problem, which may in some circumstances be easier to solve. In particular, a sufficient condition is obtained which defines a subset of estimation problems, and hence control problems, for which suboptimizing at each time epoch is in fact an overall optimum strategy. When some state variables are inaccessible, the problems of finding the unconstrained optimum controller and the optimum linear controller fall into this class. This Memorandum thus provides a common theory and simplified derivations for these problems. (Author)

Descriptors :   (*CONTROL SYSTEMS, OPTIMIZATION), STOCHASTIC PROCESSES, LINEAR SYSTEMS, DECISION THEORY, MATRICES(MATHEMATICS), VECTOR SPACES, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE