作者: V. P. Belavkin
DOI: 10.1007/BFB0036387
关键词: Quantum 、 Applied mathematics 、 Optimal control 、 Markov process 、 Decision theory 、 Mathematics 、 Dynamical system 、 Gaussian 、 Sequence 、 Kalman filter
摘要: A multi-stage version of the statistical decision theory applied to optimal control problem in a Markovian dynamical system with quantum-mechanical observation is developed. Quantum analogies Stratonovich non-stationary discrete filtering and Bellman quantum programming are obtained. It shown that strategy Gaussian case linearly controlled observed by means linear communication channel mean square criteria consists sequence coherent measurements, data which processed Kalman filter, classical rule.