Stochastic Linear-Quadratic Optimal Control with Partial Observation (Q6098451)
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scientific article; zbMATH DE number 7695668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Linear-Quadratic Optimal Control with Partial Observation |
scientific article; zbMATH DE number 7695668 |
Statements
Stochastic Linear-Quadratic Optimal Control with Partial Observation (English)
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14 June 2023
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optimal control
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linear-quadratic
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observation process
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filtering
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Riccati equation
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