A separation theorem for stochastic singular linear quadratic control problem with partial information (Q350752): Difference between revisions

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+E20
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+E11
@@ Property / Mathematics Subject Classification ID: 93E11 / rank @@
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+6183147
@@ Property / zbMATH DE Number: 6183147 / rank @@
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@@ Property / zbMATH Keywords @@
+singular optimal control
@@ Property / zbMATH Keywords: singular optimal control / rank @@
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@@ Property / zbMATH Keywords @@
+Kalman-Bucy filtering
@@ Property / zbMATH Keywords: Kalman-Bucy filtering / rank @@
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@@ Property / zbMATH Keywords @@
+separation theorem
@@ Property / zbMATH Keywords: separation theorem / rank @@
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@@ Property / zbMATH Keywords @@
+linear systems
@@ Property / zbMATH Keywords: linear systems / rank @@
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@@ Property / zbMATH Keywords @@
+generalized differential Riccati equation
@@ Property / zbMATH Keywords: generalized differential Riccati equation / rank @@
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@@ Property / zbMATH Keywords @@
+linear quadratic (LQ) control
@@ Property / zbMATH Keywords: linear quadratic (LQ) control / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10255-013-0218-2
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+W2071526905
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@@ Property / cites work @@
+Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
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+The matrix minimum principle
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+Q3997913
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+A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
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+Stochastic&amp;gt;tex&amp;lt;$H_2/H_infty $&amp;gt;/tex&amp;lt;Control WithState-Dependent Noise
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+Linear estimation in Krein spaces. I. Theory
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+The singular solutions to a singular quadratic minimization problem†
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+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
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+Q5849795
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+On stabilizability and exact observability of stochastic systems with their applications.
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@@ links / mardi / name / links / mardi / name @@
+Publication:350752