Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278)
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scientific article; zbMATH DE number 5681376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation |
scientific article; zbMATH DE number 5681376 |
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Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (English)
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15 March 2010
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fractional Brownian motion
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linear system
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optimal control
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optimal filtering
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quadratic payoff
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separation principle
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