A minimum principle for stochastic control problems with output feedback
- 31 July 1981
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 1 (1) , 74-77
- https://doi.org/10.1016/s0167-6911(81)80017-5
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Stochastic partial differential equations and filtering of diffusion processesStochastics, 1980
- An Introductory Approach to Duality in Optimal Stochastic ControlSIAM Review, 1978
- Dynamical equations for optimal nonlinear filteringJournal of Differential Equations, 1967
- Stochastic Optimal Control with Noisy Observations †International Journal of Control, 1966