Control of Finite-State,Finite-Memory Stochastic Systems.

摘要

The report discusses a generalized problem of stochastic control,in which multiple controllers with different data bases are present. The vehicle for the investigation is the finite-state,finite-memory (FSFM) stochastic control problem. For this problem,the usual technique of stochastic dynamic programming does not apply. Instead,optimality conditions are obtained by deriving an equivalent deterministic optimal control problem. (Modified author abstract)