Classes of Nonlinear Partially Observable Stochastic Optimal Control Problems with Explicit Optimal Control Laws

DOI10.1137/S0363012995287326zbMath0915.93070OpenAlexW1999486247MaRDI QIDQ4388923

Robert J. Elliott, Charalambos D. Charalambous

Publication date: 10 May 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012995287326

zbMATH Keywords

stochastic controlnonlinear filteringrisk-sensitivesector bounded nonlinearitiespartially observable stochastic controlexact optimal controls

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

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