A separation theorem for stochastic singular linear quadratic control problem with partial information (Q350752): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+N10
@@ Property / Mathematics Subject Classification ID: 49N10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E11
@@ Property / Mathematics Subject Classification ID: 93E11 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6183147
@@ Property / zbMATH DE Number: 6183147 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+singular optimal control
@@ Property / zbMATH Keywords: singular optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Kalman-Bucy filtering
@@ Property / zbMATH Keywords: Kalman-Bucy filtering / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+separation theorem
@@ Property / zbMATH Keywords: separation theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear systems
@@ Property / zbMATH Keywords: linear systems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized differential Riccati equation
@@ Property / zbMATH Keywords: generalized differential Riccati equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear quadratic (LQ) control
@@ Property / zbMATH Keywords: linear quadratic (LQ) control / rank @@
+Normal rank

Revision as of 08:19, 28 June 2023