Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case (Q3729777)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case |
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Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case (English)
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1986
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stochastic linear optimal control problem in Hilbert space
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separation principle
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optimal control
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deterministic feedback
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