New approximation for the partially observed jump linear quadratic problem
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Publication:5202950
DOI10.1080/00207729108910659zbMath0725.93087MaRDI QIDQ5202950
Publication date: 1991
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207729108910659
93E20: Optimal stochastic control
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Cites Work
- 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†
- Discrete-time markovian-jump linear quadratic optimal control
- Controllability, observability and discrete-time markovian jump linear quadratic control
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