The Separation Principle in Stochastic Control via Girsanov Solutions
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Publication:4085595
DOI10.1137/0314015zbMath0322.93037MaRDI QIDQ4085595
Publication date: 1976
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0314015
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
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