A separation theorem for stochastic singular linear quadratic control problem with partial information (Q350752)
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scientific article; zbMATH DE number 6183147
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| English | A separation theorem for stochastic singular linear quadratic control problem with partial information |
scientific article; zbMATH DE number 6183147 |
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A separation theorem for stochastic singular linear quadratic control problem with partial information (English)
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3 July 2013
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singular optimal control
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Kalman-Bucy filtering
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separation theorem
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linear systems
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generalized differential Riccati equation
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linear quadratic (LQ) control
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