Examples of optimal control for partially observable systems:comparison, classical, and martingale methods (Q3921124): Difference between revisions

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Latest revision as of 13:39, 13 June 2024

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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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