Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278): Difference between revisions

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scientific article; zbMATH DE number 5681376
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Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
scientific article; zbMATH DE number 5681376

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    Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (English)
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    15 March 2010
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    fractional Brownian motion
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    linear system
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    optimal control
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    optimal filtering
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    quadratic payoff
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    separation principle
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