Acta mathematica scientia,Series B ›› 1985, Vol. 5 ›› Issue (4): 399-413.
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Han Chongzhao
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Abstract: This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem of finding the closed-loop optimal control can be decomposed into three problems:the deterministic optimal feedback, cautious optimal and probing optimal control problems.
Han Chongzhao. DECOMPOSITION OF NONLINEAR DISCRETE-TIME STOCHASTIC SYSTEMS[J].Acta mathematica scientia,Series B, 1985, 5(4): 399-413.
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