{"title":"一类随机动态团队的联合估计与控制","authors":"R. Bansal, T. Başar","doi":"10.1109/CDC.1988.194664","DOIUrl":null,"url":null,"abstract":"The authors formulate and solve an infinite-horizon stochastic optimization problem where both the control and the measurement strategies are to be designed simultaneously, under a quadratic performance index. The complete solution to the infinite-horizon problem is provided, the existence of optimal stationary policies is established, and an algorithm for the numerical computation of these policies is given. Thus linear stationary policies are overall optimal and can be obtained from the solution of an infinite-horizon nonlinear deterministic optimal control problem.<<ETX>>","PeriodicalId":113534,"journal":{"name":"Proceedings of the 27th IEEE Conference on Decision and Control","volume":"52 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1988-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Joint estimation and control for a class of stochastic dynamic teams\",\"authors\":\"R. Bansal, T. Başar\",\"doi\":\"10.1109/CDC.1988.194664\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The authors formulate and solve an infinite-horizon stochastic optimization problem where both the control and the measurement strategies are to be designed simultaneously, under a quadratic performance index. The complete solution to the infinite-horizon problem is provided, the existence of optimal stationary policies is established, and an algorithm for the numerical computation of these policies is given. Thus linear stationary policies are overall optimal and can be obtained from the solution of an infinite-horizon nonlinear deterministic optimal control problem.<<ETX>>\",\"PeriodicalId\":113534,\"journal\":{\"name\":\"Proceedings of the 27th IEEE Conference on Decision and Control\",\"volume\":\"52 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1988-12-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 27th IEEE Conference on Decision and Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.1988.194664\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 27th IEEE Conference on Decision and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1988.194664","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Joint estimation and control for a class of stochastic dynamic teams
The authors formulate and solve an infinite-horizon stochastic optimization problem where both the control and the measurement strategies are to be designed simultaneously, under a quadratic performance index. The complete solution to the infinite-horizon problem is provided, the existence of optimal stationary policies is established, and an algorithm for the numerical computation of these policies is given. Thus linear stationary policies are overall optimal and can be obtained from the solution of an infinite-horizon nonlinear deterministic optimal control problem.<>
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