scientific article; zbMATH DE number 3878820

MaRDI QIDQ3343897zbMATH OpenFDO

Authors Dzh. Eh. Allakhverdiev, Agamirza Bashirov

Publication date 1983

zbMATH Keywords

Hilbert spacelinear quadratic optimal controlpartially observable diffusion type processseparation type theorem

Mathematics Subject Classification ID

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

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(14)

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• Generalized linear-quadratic stochastic control problem with incomplete information
• Discrete time LQG controls with control dependent noise
• Linear-quadratic problem of stochastic control. II: The separation problem
• A quasi-separation theorem for LQG optimal control with IQ constraints
• A new finite-time bounded control of stochastic Itô systems with (\(x, u, v\))-dependent noise: different quadratic function approach
• Partially observable linear systems under dependent noises
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• ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem
• A separation theorem for stochastic singular linear quadratic control problem with partial information
• Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case
• Two-criteria stochastic decision problem of discrete-time system in Hilbert space
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• Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables

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