On optimal stochastic control with smoothed information

DOI10.1016/0020-0255(68)90007-8MaRDI QIDQ2558191zbMATH OpenOpenAlexFDO

Authors Anders Lindquist

Publication date 1968

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(68)90007-8

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3168072 (Why is no real title available?)
• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3582982 (Why is no real title available?)
• scientific article; zbMATH DE number 3362547 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• scientific article; zbMATH DE number 3083622 (Why is no real title available?)
• On optimal linear smoothing theory
• On the Separation Theorem of Stochastic Control
• Orthogonal Projection and Discrete Optimal Linear Smoothing

Cited in

(4)

• Discrete-time fixed-lag smoothing algorithms
• Optimal control of linear stochastic systems with applications to time lag systems
• On the representation of optimal fixed-lag smoothers for continuous-time random processes
• A new finite-time linear smoothing filter

This page was built for publication: On optimal stochastic control with smoothed information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2558191)