Generalized certainty equivalence and dual effect in stochastic control

DOI10.1109/TAC.1975.1101108zbMath0317.93079OpenAlexW2002367992MaRDI QIDQ4079479

Edison Tse, Yaakov Bar-Shalom

Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1975.1101108

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Optimal stochastic control (93E20)

Related Items (6)

On estimation in interception endgames ⋮ On the equivalence between optimal stochastic control and open-loop feedback control ⋮ Dual effect free stochastic controls ⋮ Dual control of an integrator with unknown gain ⋮ Observers for optimal estimation of the state of linear stochastic discrete systems ⋮ Theory and applications of adaptive control - a survey

This page was built for publication: Generalized certainty equivalence and dual effect in stochastic control