A minimum principle for stochastic control problems with output feedback (Q1158396)
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scientific article; zbMATH DE number 3741291
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| English | A minimum principle for stochastic control problems with output feedback |
scientific article; zbMATH DE number 3741291 |
Statements
A minimum principle for stochastic control problems with output feedback (English)
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1981
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stochastic differential equations
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minimum principle
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output feedback
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stochastic optimal control
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output with observation noise
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stochastic system with full state feedback
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optimality condition
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