New approximation for the partially observed jump linear quadratic problem

DOI10.1080/00207729108910659MaRDI QIDQ5202950zbMATH OpenOpenAlexFDO

Authors Chun Yang, M. Mariton

Publication date 1991

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729108910659

zbMATH Keywords

optimal solutionJump linear quadratic problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3670328 (Why is no real title available?)
• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• Controllability, observability and discrete-time markovian jump linear quadratic control
• Discrete-time markovian-jump linear quadratic optimal control
• On a partially observable LQG problem for systems with Markovian jumping parameters
• Optimal adaptive LQG control for systems with finite state process parameters
• Optimal control of jump-linear gaussian systems†

Cited in

(2)

• On a partially observable LQG problem for systems with Markovian jumping parameters
• Control of a hybrid conditionally linear Gaussian process

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