A separation theorem for stochastic singular linear quadratic control problem with partial information (Q350752): Difference between revisions
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Revision as of 15:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A separation theorem for stochastic singular linear quadratic control problem with partial information |
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A separation theorem for stochastic singular linear quadratic control problem with partial information (English)
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3 July 2013
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singular optimal control
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Kalman-Bucy filtering
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separation theorem
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linear systems
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generalized differential Riccati equation
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linear quadratic (LQ) control
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