Extended separation theorem and exact analytical solution of stochastic control

DOI10.1016/0005-1098(71)90126-9MaRDI QIDQ2546492zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1971

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(71)90126-9

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cites work

• A note on the iterative application of Bayes' rule
• Extended separation theorem and exact analytical solution of stochastic control
• scientific article; zbMATH DE number 3225500 (Why is no real title available?)
• scientific article; zbMATH DE number 3288321 (Why is no real title available?)
• Merging of Opinions with Increasing Information
• On the Separation Theorem of Stochastic Control
• Optimization of stochastic systems. Topics in discrete-time systems
• Sequential estimation of observation error variances in a trajectoryestimation problem.

Cited in

(2)

• Extended separation theorem and exact analytical solution of stochastic control
• A survey of some recent results in linear multivariable feedback theory

This page was built for publication: Extended separation theorem and exact analytical solution of stochastic control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2546492)