Filtering method for linear and non-linear stochastic optimal control of partially observable systems. II

DOI10.2298/FIL1814089PMaRDI QIDQ5088074zbMATH OpenOpenAlexWikidataFDO

Authors Ali Poursherafatan, A. Delavarkhalafi

Publication date 4 July 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/fil1814089p

zbMATH Keywords

stochastic optimal controlfiltering methodcontrol on diffusion termpartially observation system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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Cited in

(7)

• Filtering method for linear and non-linear stochastic optimal control of partially observable systems
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• Filtering and smoothing in indeterminate-stochastic systems with partially observable inputs
• scientific article; zbMATH DE number 494425 (Why is no real title available?)
• Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences
• The spectral linear filter method for a stochastic optimal control problem of partially observable systems
• scientific article; zbMATH DE number 514987 (Why is no real title available?)

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