Optimal control and data processing in continuous time (linear system and quadratic functional)

zbMath0465.93089MaRDI QIDQ1155023

N. A. Kuznetsov, A. P. Serebrovskij, L. Sh. Liptser

Publication date: 1980

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

quadratic performance criterionoptimal control with incomplete data

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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