Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems

DOI10.1109/9.566658MaRDI QIDQ4339717zbMATH OpenOpenAlexFDO

Authors Robert J. Elliott, Charalambos D. Charalambous

Publication date 10 November 1997

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/e3fa98f4beec27150f23cc28b66da8a24d699b6b

zbMATH Keywords

nonlinear filtersseparation theoremLQGrisk-sensitiveLEQGpartially observed stochastic optimal control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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Cited in

(8)

• scientific article; zbMATH DE number 6148138 (Why is no real title available?)
• Mean Field Games with Partial Observation
• Partially observed optimal control of local and remote controllers
• New explicit filters and smoothers for diffusions with nonlinear drift and measurements
• Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
• Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost
• Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
• On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems

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