Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/13548
Title: STOCHASTIC CONTROL PROBLEM WITH PARTIAL OBSERVATIONS
Authors: HOYAM TAG ELDIN AHMED
Keywords: STOCHASTIC CONTROL
Issue Date: 2006
Publisher: Neelain University
Abstract: Abstract The problem of stdchastic control with observations had been discussed. First we start with the problem of linear filtering to get the best estimate for the system according to the given observations. To obtained the solution we solve Kalman filter equation. In the case of nonlinear filtering the problem reduces to complete study of Zakai equation. The optimal stochastic control dynamic system had been discussed in the case of partial infonnation which yields Kalman filter. But in the case of complete observation we solve the problem using Hamilton-Jacobi equation. Finally we introduce and discuss some applications of the problem of stochastic control.
Description: THESIS SUBMITTED IN FULFILMENT OF THE REQUIRMENTS FOR THE DEGREE OF PH.D IN MATHEMATICS
URI: http://hdl.handle.net/123456789/13548
Appears in Collections:PHD theses : Statistics

Files in This Item:
File Description SizeFormat 
هيام.pdf1.7 MBAdobe PDFView/Open    Request a copy


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.