Optimal linear nonanticipative control of partially observable bilinear systems

DOI10.1109/TAC.1984.1103506zbMATH Open0535.93069MaRDI QIDQ3320262FDOQ3320262

Authors: Sze-Kui Ng 

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Bellman equationseparation principleverification theorempartially observed bilinear systems

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

This page was built for publication: Optimal linear nonanticipative control of partially observable bilinear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3320262)