Linear-quadratic problem of stochastic control. II: The separation problem (Q1319762)
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scientific article; zbMATH DE number 553553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic problem of stochastic control. II: The separation problem |
scientific article; zbMATH DE number 553553 |
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Linear-quadratic problem of stochastic control. II: The separation problem (English)
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8 May 1994
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non-Gaussian noise
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incomplete observations
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nonlinear optimal controls
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