On the separation principle with bounded controls

DOI10.1007/BF01441968zbMATH Open0386.93056MaRDI QIDQ1250197FDOQ1250197

Authors: K. Appert 

Publication date: 1977

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

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• Stochastic differential equations for the non linear filtering problem
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
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• Stochastic differential systems. I: Filtering and control. A function space approach
• Full “Bang” to Reduce Predicted Miss is Optimal
• The Separation Principle in Stochastic Control via Girsanov Solutions
• A note on the structure of optimal stochastic controls
• Title not available (Why is that?)

Cited In (2)

• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Optimal control for a class of partially observable systems^†

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