A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
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Publication:3971555
DOI10.1093/imamci/7.4.293zbMath0744.93099MaRDI QIDQ3971555
Publication date: 25 June 1992
Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imamci/7.4.293
93E20: Optimal stochastic control
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