Examples of optimal controls for linear stochastic control systems with partial observation
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DOI10.1080/17442508708833477zbMATH Open0611.93070OpenAlexW1992388104MaRDI QIDQ3752283FDOQ3752283
Publication date: 1987
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508708833477
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
Cites Work
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- On the Separation Theorem of Stochastic Control
- Semimartingales: A course on stochastic processes
- Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work
- Optimal control for a class of partially observable systems†
- Estimation and control for linear, partially observable systems with non- Gaussian initial distribution
- A conditionally almost linear filtering problem with non-gaussian initial condition∗
Cited In (3)
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