Computation of Suboptimal Randomized Strategies for Steering a Random Motion of a Point under Partial Observation

摘要

Consider the random motion in the plane of a point M, whose velocity is perturbed by a Gaussian white noise. Only noisy nonlinear observations taken on the point location (state) are available to M. Using the available observations, the point M wishes to steer itself into a given target set by choosing a randomized strategy. Sufficient conditions on weak optimal randomized strategies are derived. An algorithm for computing weak suboptimal randomized strategies is suggested, and these are computed for a variety of cases.