Anticipative LQG Control

DOI10.1093/IMAMCI/6.3.259MaRDI QIDQ3474582zbMATH OpenOpenAlexFDO

Authors Mark H. A. Davis

Publication date 1989

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/6.3.259

zbMATH Keywords

perfect informationanticipative

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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• The efficient solution of the (quietly constrained) noisy, linear regulator problem
• Optimal control of LQ problem with anticipative partial observations
• Linear-quadratic control and information relaxations
• Partial observation control in an anticipating environment
• scientific article; zbMATH DE number 17492 (Why is no real title available?)

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