Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation

Consider the random motion in the plane of a pointM, whose velocityv=(v₁,v₂) is perturbed by an ²-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 (u₁,u₂)_y(du), wherey denotes the value of the observed signal,U is the range of the velocity, and, for eachy, _y is a probability measure on (U). Using the available observations, the pointM wishes to steer itself into a given target set by choosing a randomized strategy ={_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.This work was partially supported by a grant from Control Data.