New approximation for the partially observed jump linear quadratic problem

DOI10.1080/00207729108910659zbMATH Open0725.93087OpenAlexW2069359872MaRDI QIDQ5202950FDOQ5202950

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

Recommendations

• On a partially observable LQG problem for systems with Markovian jumping parameters
• Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix
• A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
• Discrete-time jump LQG problem
• An approximation method for controlled discrete jump processes under partial observations

zbMATH Keywords

optimal solutionJump linear quadratic problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• On a partially observable LQG problem for systems with Markovian jumping parameters
• Title not available (Why is that?)
• Optimal adaptive LQG control for systems with finite state process parameters
• Discrete-time markovian-jump linear quadratic optimal control
• Controllability, observability and discrete-time markovian jump linear quadratic control
• Title not available (Why is that?)
• 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

This page was built for publication: New approximation for the partially observed jump linear quadratic problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5202950)