scientific article; zbMATH DE number 3861031

MaRDI QIDQ3329345zbMATH OpenFDO

Authors Norbert Christopeit, K. Helmes

Publication date 1984

zbMATH Keywords

partially observed linear control systemsseparation principle

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Synthesis problems (93B50) Optimal stochastic control (93E20)

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