Asymptotic optimal control of a switching diffusion with small observation noise

Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171) ◽

10.1109/cdc.1998.758697 ◽

2002 ◽

Author(s):

Q. Zhang

Keyword(s):

Optimal Control ◽

Switching Diffusion ◽

Observation Noise ◽

Asymptotic Optimal Control ◽

Small Observation

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Nonlinear Filtering and Control of a Switching Diffusion with Small Observation Noise

SIAM Journal on Control and Optimization ◽

10.1137/s0363012997315440 ◽

1998 ◽

Vol 36 (5) ◽

pp. 1638-1668 ◽

Cited By ~ 39

Author(s):

Q. Zhang

Keyword(s):

Nonlinear Filtering ◽

Switching Diffusion ◽

Observation Noise ◽

And Control ◽

Small Observation

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Piecewise monotone filtering with small observation noise

10.1109/cdc.1988.194758 ◽

2003 ◽

Cited By ~ 3

Author(s):

W.H. Fleming ◽

E. Pardoux

Keyword(s):

Piecewise Monotone ◽

Observation Noise ◽

Small Observation

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Optimal control of linear systems with time-delay and observation noise

IEEE Transactions on Automatic Control ◽

10.1109/tac.1969.1099242 ◽

1969 ◽

Vol 14 (5) ◽

pp. 524-527 ◽

Cited By ~ 103

Author(s):

D. Kleinman

Keyword(s):

Optimal Control ◽

Time Delay ◽

Linear Systems ◽

Observation Noise ◽

Control Of Linear Systems

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General piecewise linear filtering problems with small observation noise

10.1109/cdc.1989.70109 ◽

2003 ◽

Author(s):

E. Pardoux ◽

M.C. Roubaud

Keyword(s):

Piecewise Linear ◽

Linear Filtering ◽

Observation Noise ◽

Small Observation

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Asymptotic optimal control of uncertain nonlinear Euler–Lagrange systems

Automatica ◽

10.1016/j.automatica.2010.10.007 ◽

2011 ◽

Vol 47 (1) ◽

pp. 99-107 ◽

Cited By ~ 24

Author(s):

Keith Dupree ◽

Parag M. Patre ◽

Zachary D. Wilcox ◽

Warren E. Dixon

Keyword(s):

Optimal Control ◽

Asymptotic Optimal Control

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Asymptotic Optimal Control of Markov-Modulated Restless Bandits

ACM SIGMETRICS Performance Evaluation Review ◽

10.1145/3292040.3219636 ◽

2019 ◽

Vol 46 (1) ◽

pp. 44-46

Author(s):

Santiago Duran ◽

Ina Maria Verloop

Keyword(s):

Optimal Control ◽

Restless Bandits ◽

Markov Modulated ◽

Asymptotic Optimal Control

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An approximate filter for a partially observed piecewise linear system with small observation noise

Systems & Control Letters ◽

10.1016/0167-6911(93)90066-f ◽

1993 ◽

Vol 20 (3) ◽

pp. 239-247

Author(s):

M.C. Roubaud

Keyword(s):

Linear System ◽

Piecewise Linear ◽

Piecewise Linear System ◽

Partially Observed ◽

Observation Noise ◽

Small Observation

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Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case

IEEE Transactions on Automatic Control ◽

10.1109/9.1262 ◽

1988 ◽

Vol 33 (6) ◽

pp. 595-599 ◽

Cited By ~ 8

Author(s):

O. Zeitouni

Keyword(s):

Diffusion Coefficient ◽

Nonlinear Filters ◽

Constant Diffusion Coefficient ◽

Constant Diffusion ◽

Observation Noise ◽

Small Observation

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Asymptotic Optimal Control of Markov-Modulated Restless Bandits

Abstracts of the 2018 ACM International Conference on Measurement and Modeling of Computer Systems - SIGMETRICS '18 ◽

10.1145/3219617.3219636 ◽

2018 ◽

Author(s):

Santiago Duran ◽

Ina Maria Verloop

Keyword(s):

Optimal Control ◽

Restless Bandits ◽

Markov Modulated ◽

Asymptotic Optimal Control

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Piecewise linear filtering with small observation noise

Analysis and Optimization of Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0042259 ◽

1988 ◽

pp. 725-739 ◽

Cited By ~ 12

Author(s):

W. H. Fleming ◽

D. Jif ◽

E. Pardoux

Keyword(s):

Piecewise Linear ◽

Linear Filtering ◽

Observation Noise ◽

Small Observation

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