Accession Number : AD0754984

Title :   An Example of Decentralization in Observing and Controlling a Linear Stochastic System,

Corporate Author : CALIFORNIA UNIV LOS ANGELES DEPT OF SYSTEM SCIENCES

Personal Author(s) : Zoppoli,Riccardo

Report Date : DEC 1972

Pagination or Media Count : 15

Abstract : Optimal control and measurement stragies are considered for stochastic linear dynamic systems with agents having non-identical information, such that one generates the measurement policy and the other the control policy. It is shown that the derivation of the optimal measurement policy requires on-line optimization in this decentralized system. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), LINEAR SYSTEMS, STOCHASTIC PROCESSES, DYNAMIC PROGRAMMING, INFORMATION THEORY, NOISE, DECISION THEORY, OPTIMIZATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE