scientific article; zbMATH DE number 6148138

zbMATH Open1274.93281MaRDI QIDQ4909835FDOQ4909835

Authors: Charalambos D. Charalambous 

Publication date: 21 March 2013

Full work available at URL: http://www.kybernetika.cz/content/1998/6

Title of this publication is not available (Why is that?)

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zbMATH Keywords

finite-dimensional controllersoptimal control of stochastic systemssufficient statistic algebra

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Algebraic methods (93B25)

Cites Work

• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions
• Title not available (Why is that?)
• Partially observable nonlinear risk-sensitive control problems: dynamic programming and verification theorems
• Title not available (Why is that?)
• Algebraic and Geometric Methods in Nonlinear Filtering
• Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
• Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3

Cited In (2)

• Information states in stochastic control and filtering: a Lie algebraic theoretic approach
• Some issues in the use of algebraic methods for analysis of stochastic systems

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