Stochastic Optimal Control with Noisy Observations †

From MaRDI portal
Revision as of 03:55, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5600465

DOI10.1080/00207176608921439zbMath0201.48305OpenAlexW2168314873MaRDI QIDQ5600465

R. E. Mortensen

Publication date: 1966

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207176608921439




Related Items (22)

A maximum principle for controlled stochastic factor modelQuantum quasi-Markov processes in eventum mechanics dynamics, observation, filtering and controlControl of a class of non-linear diffusions!Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information caseConvergence analysis of splitting-up algorithm of the Zakai's equation with correlated noisesOperational absolutely optimal dynamic control of the stochastic differential plant's state by its outputOptimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurementsOptimal control of quasi-linear systems of the diffusion type under incomplete information on the stateA minimum principle for stochastic control problems with output feedbackThe Filtering Equations RevisitedControl: a perspectiveNumerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion typeStochastic Control with Delayed Information and Related Nonlinear Master EquationApplication of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic systemFiltering of diffusions controlled through their conditional measuresKusuoka-Stroock gradient bounds for the solution of the filtering equationApproximate McKean–Vlasov representations for a class of SPDEsOptimal Control of Stochastic Partial Differential EquationsAn Approximation technique for small noise open-loop control problemsMaximum principle for forward-backward doubly stochastic control systems and applicationsOptimal information acquisition for a linear quadratic control problemThe stochastic filtering problem: a brief historical account



Cites Work




This page was built for publication: Stochastic Optimal Control with Noisy Observations †