Maximum principle for optimal control of point processes with correlated noisy observations

  • Hua Xiao
  • Published 2011 in
    Proceedings of the 30th Chinese Control…

Abstract

This paper is concerned with a necessary condition for optimal control of point processes with Gaussian white-noised observations… There are two distinguishing features, compared with the existing literature. One is that the states are partially observable; The other one is that the states and the observations are correlated. We find a necessary condition… (More)

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