Optimal Control of Noisy Finite-State Markov Processes

Mathematics

• Concludes 50%
• Gaussian Distribution 50%
• Hamilton-Jacobi Equation 50%
• Illustrative Example 50%
• Markov Process 50%
• Optimal Control Theory 100%
• Optimality 50%
• State Markov Process 100%
• Stochastics 50%
• Sufficient Condition 50%

Keyphrases

• Additive White Gaussian Noise 33%
• Control Law 33%
• Finite State 100%
• Gaussian Jump 33%
• Illustrative Examples 33%
• Markov Process 100%
• Noisy Observations 33%
• Optimal Control 100%
• Stochastic Hamilton-Jacobi Equation 33%