Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information (Q4955494)
From MaRDI portal
scientific article; zbMATH DE number 1453265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information |
scientific article; zbMATH DE number 1453265 |
Statements
Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information (English)
0 references
7 May 2001
0 references
average cost
0 references
partially observed linear-quadratic regulators
0 references
infinite time horizon
0 references
Kalman filter estimates
0 references
asymptotically optimal almost surely
0 references
0 references
