The Separation Principle for Stochastic Evolution Equations

DOI10.1137/0315025zbMath0359.60076OpenAlexW2037484437MaRDI QIDQ4131401

Akira Ichikawa, Ruth F. Curtain

Publication date: 1977

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0315025

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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