Optimization of stochastic diffusion systems with constraints on the control-observation process. II: Necessary conditions of optimality

zbMath0766.49026MaRDI QIDQ1185667

S. Singh

Publication date: 28 June 1992

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimality conditions; partially observable diffusion process

Mathematics Subject Classification ID

93C05: Linear systems in control theory

93E20: Optimal stochastic control

49N10: Linear-quadratic optimal control problems

49K45: Optimality conditions for problems involving randomness

49J55: Existence of optimal solutions to problems involving randomness