OPTIMAL METHODS FOR THE DIAGNOSTICS OF CONTROLLED STOCHASTIC-SYSTEMS

Authors
BARANOV VV
Citation
Vv. Baranov, OPTIMAL METHODS FOR THE DIAGNOSTICS OF CONTROLLED STOCHASTIC-SYSTEMS, Journal of computer & systems sciences international, 33(4), 1995, pp. 123-134
Citations number
7
Categorie Soggetti
Controlo Theory & Cybernetics","Computer Science Theory & Methods
Journal title
Journal of computer & systems sciences international → ACNP
ISSN journal
10642307
Volume
33
Issue
4
Year of publication
1995
Pages
123 - 134
Database
ISI
SICI code
1064-2307(1995)33:4<123:OMFTDO>2.0.ZU;2-8
Abstract
A model of stochastic optimal control is investigated under conditions such that the state is known but features stochastically connected wi th the state are observed. A Bayesian model and Bayesian methods of op timal diagnostics and decision making are developed.