Anticipative LQG Control

DOI10.1093/IMAMCI/6.3.259zbMATH Open0696.93072OpenAlexW2028382854MaRDI QIDQ3474582FDOQ3474582

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

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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)

Cited In (6)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal control of LQ problem with anticipative partial observations
• The efficient solution of the (quietly constrained) noisy, linear regulator problem
• Linear-quadratic control and information relaxations
• Partial observation control in an anticipating environment

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