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

anticipativeperfect information

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)

Recommendations

• scientific article; zbMATH DE number 17492
• Optimal information acquisition for a linear quadratic control problem
• scientific article; zbMATH DE number 503103
• Anticipative portfolio optimization
• scientific article; zbMATH DE number 958382

Cited in

(7)

• Linear-quadratic control and information relaxations
• The efficient solution of the (quietly constrained) noisy, linear regulator problem
• scientific article; zbMATH DE number 17492 (Why is no real title available?)
• Partial observation control in an anticipating environment
• scientific article; zbMATH DE number 958345 (Why is no real title available?)
• scientific article; zbMATH DE number 958382 (Why is no real title available?)
• Optimal control of LQ problem with anticipative partial observations

This page was built for publication: Anticipative LQG Control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3474582)