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Optimal control of LQ problem with anticipative partial observations - MaRDI portal

Optimal control of LQ problem with anticipative partial observations (Q6607540)

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scientific article; zbMATH DE number 7915336
Language Label Description Also known as
English
Optimal control of LQ problem with anticipative partial observations
scientific article; zbMATH DE number 7915336

    Statements

    title
    Optimal control of LQ problem with anticipative partial observations (English)
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    author
    Jize Li
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    Yonghui Zhou
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    publication date
    18 September 2024
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    zbMATH Keywords
    anticipative LQ problem
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    enlargement of filtration
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    linear filtering
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    martingale representation theorem
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    Riccati equation
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    cites work
    Q3997913
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    Q3694384
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    Kalman Filtering
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    Q3908216
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    Q4522393
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    Q3503154
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    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49N10
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    49N35
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    93E11
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    zbMATH DE Number
    7915336
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