Linear stochastic control: An extended separation principle

DOI10.1016/0022-247X(72)90069-8zbMath0204.47304MaRDI QIDQ2541985

R. A. Brooks

Publication date: 1972

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Related Items (2)

On the separation theorem of stochastic optimal control† ⋮ On pursuit and feedback in optimal stochastic control - explicit control laws

Cites Work

• On the Separation Theorem of Stochastic Control
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