A solution to the partially observed control problem of linear systems, with non-quadratic cost
- 6 February 2006
- book chapter
- Published by Springer Nature
- p. 127-136
- https://doi.org/10.1007/bfb0041155
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Optimal control of partially observed diffusions via the separation principlePublished by Springer Nature ,2006
- The separation principle for partially observed linear control systems: A general frameworkPublished by Springer Nature ,2005
- Separation principle for impulse control with partial informationStochastics, 1983
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONSMathematics of the USSR-Sbornik, 1981
- Les Aspects Probabilistes Du Controle StochastiqueLecture Notes in Mathematics, 1981
- Controlled Diffusion ProcessesPublished by Springer Nature ,1980
- Techniques probabilistes dans le contrôle impulsionnelStochastics, 1979
- The Separation Principle in Stochastic Control via Girsanov SolutionsSIAM Journal on Control and Optimization, 1976
- Dynamic Programming Conditions for Partially Observable Stochastic SystemsSIAM Journal on Control, 1973
- Existence of Optimal Stochastic Control LawsSIAM Journal on Control, 1971