On the separation principle with bounded controls

DOI10.1007/BF01441968MaRDI QIDQ1250197zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3506549 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• scientific article; zbMATH DE number 3373608 (Why is no real title available?)
• A note on the structure of optimal stochastic controls
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• Full “Bang” to Reduce Predicted Miss is Optimal
• Stochastic differential equations for the non linear filtering problem
• Stochastic differential systems. I: Filtering and control. A function space approach
• The Separation Principle in Stochastic Control via Girsanov Solutions

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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