The spectral linear filter method for a stochastic optimal control problem of partially observable systems

DOI10.1002/OCA.2550zbMATH Open1467.93335OpenAlexW2989696740WikidataQ126807738 ScholiaQ126807738MaRDI QIDQ5000756FDOQ5000756

Authors: Ali Poursherafatan, A. Delavarkhalafi 

Publication date: 15 July 2021

Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2550

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zbMATH Keywords

stochastic optimal controlorthogonal basispartially observable systemspectral linear filter

Mathematics Subject Classification ID

Observability (93B07) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)

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• On optimal stochastic jumps in multi server queue with impatient customers via stochastic control

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