Optimal selection of observation times in the linear-quadratic Gaussian control problem

DOI10.1007/BF00934604zbMath0479.93079OpenAlexW2018701337MaRDI QIDQ1161720

C. Anthony Cooper, Richard W. Longman

Publication date: 1983

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934604

zbMATH Keywords

dynamic programmingfunctional equationquadratic costobservation costlinear-quadratic Gaussian control problemoptimal observation times

Mathematics Subject Classification ID

Dynamic programming (90C39) Observability (93B07) Optimal stochastic control (93E20)

Related Items (1)

Discontinuous solutions in the optimal control problems and their representation by singular space-time transformations

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