scientific article; zbMATH DE number 4045619

MaRDI QIDQ3783189zbMATH OpenFDO

Authors

Publication date 1986

zbMATH Keywords

continuous stochastic controllinear diffusion processesnon-quadratic costpartially observed linear control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Linear systems in control theory (93C05) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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