Conference proceeding
Decoupling Non-Sequential Stochastic Control Problems
1991 American Control Conference, Vol.3, pp.2665-2669
06/1991
DOI: 10.23919/ACC.1991.4791883
Abstract
This paper considers the possibility of reducing a class of unconstrained non-sequential stochastic control problems, modeled within the framework of Witsenhausen's intrinsic model, to equivalent sequential stochastic control problems that are (in theory) amenable to recursive decomposition. It is shown that a sequential reduction exists whenever a causality property and a mild measurability condition are satisfied. This result implies that a large class of N-action non-sequential problems are no harder to solve than the hardest N + 1-action sequential problems.
Details
- Title: Subtitle
- Decoupling Non-Sequential Stochastic Control Problems
- Creators
- Mark S Andersland - University of Iowa
- Resource Type
- Conference proceeding
- Publication Details
- 1991 American Control Conference, Vol.3, pp.2665-2669
- Publisher
- IEEE
- DOI
- 10.23919/ACC.1991.4791883
- ISSN
- 0743-1619
- eISSN
- 2378-5861
- Language
- English
- Date published
- 06/1991
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984197173102771
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