scientific article; zbMATH DE number 4064891

MaRDI QIDQ3798575zbMATH OpenFDO

Authors Leonid Shaikhet

Publication date 1987

zbMATH Keywords

partially observable linear Ito-Volterra processquadratic cost criterionseparation principle

Mathematics Subject Classification ID

Volterra integral equations (45D05) Optimality conditions for problems involving randomness (49K45) Stochastic integral equations (60H20) Linear systems in control theory (93C05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Optimal stochastic control (93E20)

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(7)

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• Optimal control of Volterra type stochastic difference equations
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• Optimal control with partial information for stochastic Volterra equations

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