On the separation theorem of stochastic optimal control†

DOI10.1080/00207177208932329zbMath0269.93082OpenAlexW1985031713WikidataQ126246079 ScholiaQ126246079MaRDI QIDQ3213068

R. A. Brooks

Publication date: 1972

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177208932329

Mathematics Subject Classification ID

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

Cites Work

• Linear stochastic control: An extended separation principle
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