Optimization of stochastic diffusion systems with constraints on the control-observation process. II: Necessary conditions of optimality

zbMATH Open0766.49026MaRDI QIDQ1185667

S. Singh

Publication date: 28 June 1992

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

zbMATH Keywords

optimality conditionspartially observable diffusion process

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

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