Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278)
From MaRDI portal
scientific article; zbMATH DE number 5681376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation |
scientific article; zbMATH DE number 5681376 |
Statements
Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (English)
0 references
15 March 2010
0 references
fractional Brownian motion
0 references
linear system
0 references
optimal control
0 references
optimal filtering
0 references
quadratic payoff
0 references
separation principle
0 references
