scientific article; zbMATH DE number 4023182
From MaRDI portal
Publication:3765692
zbMATH Open0628.93078MaRDI QIDQ3765692FDOQ3765692
Authors: Ulrich G. Haussmann
Publication date: 1987
Title of this publication is not available (Why is that?)
Recommendations
- Examples of optimal controls for linear stochastic control systems with partial observation
- Optimal control of observations in the filtering of diffusion processes. I
- scientific article; zbMATH DE number 4045619
- scientific article; zbMATH DE number 4183323
- State Estimation and Control of Conditionally Linear Systems
Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
Cited In (5)
- State Estimation and Control of Conditionally Linear Systems
- Some New Results on Sample Path Optimality in Ergodic Control of Diffusions
- On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions
- Examples of optimal controls for linear stochastic control systems with partial observation
- Title not available (Why is that?)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3765692)