scientific article; zbMATH DE number 3878820

zbMATH Open0551.93074MaRDI QIDQ3343897FDOQ3343897

Authors: Dzh. Eh. Allakhverdiev, Agamirza Bashirov 

Publication date: 1983

Title of this publication is not available (Why is that?)

Recommendations

• Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case
• Linear-quadratic problem of stochastic control. II: The separation problem
• Linearly-quadratic problem of stochastic control
• Stochastic Linear-Quadratic Optimal Control with Partial Observation
• scientific article; zbMATH DE number 1981802

zbMATH Keywords

Hilbert spacelinear quadratic optimal controlpartially observable diffusion type processseparation type theorem

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Cited In (10)

• Two-criteria stochastic decision problem of discrete-time system in Hilbert space
• Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables
• Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case
• Linear-quadratic problem of stochastic control. II: The separation problem
• Linearly-quadratic problem of stochastic control
• Title not available (Why is that?)
• A separation theorem for stochastic singular linear quadratic control problem with partial information
• ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem
• Partially observable linear systems under dependent noises
• A new finite-time bounded control of stochastic Itô systems with (\(x, u, v\))-dependent noise: different quadratic function approach

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3343897)