Centralized and Decentralized Control Schemes for Gauss-Poisson Processes

Adrian Segall

Research output: Contribution to journalArticlepeer-review

3 Scopus citations


Gauss-Poisson processes are defined as jump processes with jump times according to a Poisson process and Gaussian jump size. Filtering and prediction recursive schemes are obtained and used in the derivation of optimal control schemes. Dynamic programming sufficient conditions are given for both centralized and delayed information sharing decentralized schemes. For the linear quadratic model, we derive explicit solutions for the optimal control.

Original languageEnglish
Pages (from-to)47-57
Number of pages11
JournalIEEE Transactions on Automatic Control
Issue number1
StatePublished - 1978
Externally publishedYes


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