【摘 要】
：
In the studies of stochastic optimal control, the controlled systems are usually assumed to be completely observable, i.e..states of the controlled systems
【机 构】
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Department of Mechanics,Zhejiang University,Hangzhou 310027,China
【出 处】
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The Third International Conference on Dynamics,Vibration and
论文部分内容阅读
In the studies of stochastic optimal control, the controlled systems are usually assumed to be completely observable, i.e..states of the controlled systems are assumed known exactly.However.all real controlled stochastic systems are partially observable, since the states of the systems are usually estimated from the measurements with random noises.Thus.the stochastic optimal control of partially observable systems is a significant research subject For a partially observable linear system, the separation principle[1] can be applied to convert the system into completely observable one of finite dimension.For a partially observable nonlinear system, the converted completely observable control system is usually, of infinite dimension which can hardly be solved.
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