Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Marina Kleptsyna / rank | |||
| Property / author | |||
| Property / author: Alain Le Breton / rank | |||
Revision as of 01:31, 13 February 2024
scientific article; zbMATH DE number 5681376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation |
scientific article; zbMATH DE number 5681376 |
Statements
Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (English)
0 references
15 March 2010
0 references
fractional Brownian motion
0 references
linear system
0 references
optimal control
0 references
optimal filtering
0 references
quadratic payoff
0 references
separation principle
0 references
