Abstract
A class of finite-state, finite-memory stochastic control problems is considered. A minimum principle is derived. Signaling strategies are defined and related to the necessary conditions of the minimum principle. Min-H algorithms for the problem are described.
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Communicated by P. Varaiya
This research has been conducted in the MIT Electronic Systems Laboratory with support from AFOSR Grant No. 72-2273, NASA/AMES Grant No. NGL-22-009(124), and NSF Grant No. GK-25781.
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Sandell, N.R., Athans, M. A finite-state, finite-memory minimum principle. J Optim Theory Appl 25, 289–305 (1978). https://doi.org/10.1007/BF00933218
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DOI: https://doi.org/10.1007/BF00933218