Operational absolutely optimal dynamic control of the stochastic differential plant's state by its output

DOI10.1134/s1064230723020168MaRDI QIDQ6178123

E. A. Rudenko

Publication date: 18 January 2024

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Fokker-Planck equations (35Q84)

Cites Work

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• On the Separation Theorem of Stochastic Control
• Stochastic Optimal Control with Noisy Observations †
• Dynamic Programming Conditions for Partially Observable Stochastic Systems

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