Feedback strategies for partially observable stochastic systems

zbMath0502.93002MaRDI QIDQ1173057

Yaakov Yavin

Publication date: 1983

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

zbMATH Keywords

algorithmsfeedbackstate estimationnumerical methodspartially observed controlweak optimal gain matrix

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45) Stochastic analysis (60H99)

Related Items (3)

Stochastic pursuit-evasion differential games in 3D ⋮ Reaching a protected target site under detection-time constraints ⋮ Stochastic pursuit-evasion differential games in the plane

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