Examples of optimal control for partially observable systems:comparison, classical, and martingale methods (Q3921124): Difference between revisions
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Revision as of 20:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Examples of optimal control for partially observable systems:comparison, classical, and martingale methods |
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Examples of optimal control for partially observable systems:comparison, classical, and martingale methods (English)
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1981
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stochastic control
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separation principle
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optimal feedback
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filter
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Kalman-Bucy
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optimal feedback law
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dynamic programming
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martingale approach
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