Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems (Q4339717)

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scientific article; zbMATH DE number 1021887
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Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
scientific article; zbMATH DE number 1021887

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    Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems (English)
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    10 November 1997
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    LEQG
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    LQG
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    risk-sensitive
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    partially observed stochastic optimal control
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    separation theorem
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    nonlinear filters
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