ISSN:
1573-2878
Keywords:
Random motion
;
randomized strategies
;
partial observations
;
Gaussian white noise
;
probability measures
;
optimal randomized strategies
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Consider the random motion in the plane of a pointM, whose velocityv=(v 1,v 2) is perturbed by an ℝ2-valued Gaussian white noise. Only noisy nonlinear observations taken on the point location (state) are available toM. The velocityv is of the formv(y)=∭ u (u 1,u 2)μ y (du), wherey denotes the value of the observed signal,U is the range of the velocity, and, for eachy, μ y is a probability measure on ℬ(U). Using the available observations, the pointM wishes to steer itself into a given target set by choosing a randomized strategy μ={μ y :y ∈ ∝2}. Sufficient conditions on weak optimal randomized strategies are derived. An algorithm for computing weak suboptimal randomized strategies is suggested, and the strategies are computed for a variety of cases.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00934899
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