A Sufficient Condition for the Temporal Decomposition of Optimum-Control Problems for Linear Stochastic Systems with Restricted Controllers.

by J. G. Root

Purchase Print Copy

 FormatList Price Price
Add to Cart Paperback $20.00 $16.00 20% Web Discount

Theory and derivations for transforming an optimum-control problem for linear stochastic systems with restricted controllers into an ordinary estimation problem. A sufficient condition is obtained to define a subset of estimation problems, and hence control problems, for which suboptimizing at each time epoch is an overall optimum strategy. The results of this analysis are applied to example control problems and relationships to previous findings are indicated. 22 pp. Refs. (KB)

This report is part of the RAND Corporation research memorandum series. The Research Memorandum was a product of the RAND Corporation from 1948 to 1973 that represented working papers meant to report current results of RAND research to appropriate audiences.

The RAND Corporation is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.