Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information (Q4955494)
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scientific article; zbMATH DE number 1453265
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| English | Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information |
scientific article; zbMATH DE number 1453265 |
Statements
Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information (English)
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7 May 2001
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average cost
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partially observed linear-quadratic regulators
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infinite time horizon
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Kalman filter estimates
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asymptotically optimal almost surely
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0.9177509546279908
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0.8475528359413147
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0.8435535430908203
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0.8416356444358826
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