scientific article; zbMATH DE number 3989241

MaRDI QIDQ3752279zbMATHFDO

Authors Michael Kohlmann

Publication date 1986

zbMATH Keywords

separation principlepartially observed control problems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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Cited in

(4)

• The probabilistic structure of controlled diffusion processes
• Existence of an Optimal Markovian Filter for the Control under Partial Observations
• The effectiveness of applying asymptotic principles to the problem of observation control
• Finite Horizon Control Problems Under Partial Information

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