Partially observed linear quadratic control problem with delay via backward separation method (Q4588825)
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scientific article; zbMATH DE number 6802466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partially observed linear quadratic control problem with delay via backward separation method |
scientific article; zbMATH DE number 6802466 |
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Partially observed linear quadratic control problem with delay via backward separation method (English)
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2 November 2017
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linear-quadratic optimal control
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stochastic differential delay equation
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anticipated backward stochastic differential equation
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nonlinear filtering
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backward separation method
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