Accession Number : AD0723737

Title :   On the Stochastic Control of Linear Systems with Different Information Sets,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s) : Chong,Chee-Yee ; Athans,Michael

Report Date : DEC 1970

Pagination or Media Count : 27

Abstract : The paper deals with the stochastic control of linear systems in which the information available to distinct controllers is different. Constraints on the control structure are imposed. Necessary conditions for optimality of the controller structure parameters are obtained. The results show that the separation theorem does not hold in this case. (Author)

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, BOUNDARY VALUE PROBLEMS, MATRICES(MATHEMATICS), LINEAR SYSTEMS, OPTIMIZATION, GAME THEORY, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE