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The impact of costly observations and observation delay in stochastic optimal control problems† - MaRDI portal

The impact of costly observations and observation delay in stochastic optimal control problems† (Q3688292)

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The impact of costly observations and observation delay in stochastic optimal control problems†
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    The impact of costly observations and observation delay in stochastic optimal control problems† (English)
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    1985
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    discrete-time quadratic cost optimal control problems
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    noise
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    dynamic programming approach
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    optimal observation
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