Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
DOI10.1109/9.566658zbMATH Open0874.93093OpenAlexW2097472444MaRDI QIDQ4339717FDOQ4339717
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
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- scientific article; zbMATH DE number 4045619
nonlinear filtersseparation theoremLQGrisk-sensitiveLEQGpartially observed stochastic optimal control
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)
Cited In (8)
- Mean Field Games with Partial Observation
- On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
- New explicit filters and smoothers for diffusions with nonlinear drift and measurements
- 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
- Title not available (Why is that?)
- Partially observed optimal control of local and remote controllers
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