一类部分观察随机系统的最优控制

对于由观察和控制二者的联合概率分布所组成的充许控制集,本文证明了:在关于状态方程的某些正则性,以及其他的一些凸性假设下,当观察系数与其一阶偏导数均为本性有界时,最优控制仍存在。

Optimal Control for Certain Class of Stochastic Systems with Partial Observation

In this Paper, we have proved that, on the set of admissible controls, consisting of the adjoint probability distributions of the observation and the control, under the assumptions of certain regularities on the state equation and of certain other convexities, the optimal control still exists when theobservation coefficient and its partial derivatives of the first order are both essentially bounded.