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Stochastic Linear-Quadratic Optimal Control with Partial Observation - MaRDI portal

Stochastic Linear-Quadratic Optimal Control with Partial Observation (Q6098451)

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scientific article; zbMATH DE number 7695668
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Stochastic Linear-Quadratic Optimal Control with Partial Observation
scientific article; zbMATH DE number 7695668

    Statements

    title
    Stochastic Linear-Quadratic Optimal Control with Partial Observation (English)
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    author
    Jingrui Sun
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    Jie Xiong
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    publication date
    14 June 2023
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    zbMATH Keywords
    optimal control
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    linear-quadratic
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    observation process
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    filtering
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    Riccati equation
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    Identifiers

    arXiv ID
    2202.13632
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    DOI
    10.1137/21m146586x
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    Mathematics Subject Classification ID
    49N10
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    49N30
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    49K45
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    93E11
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    93E20
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    zbMATH DE Number
    7695668
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    OpenAlex ID
    W4379162489
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