Linear-quadratic problem of stochastic control. II: The separation problem

zbMath0794.93099MaRDI QIDQ1319762

Yu. F. Kazarinov, Vladimir N. Fomin

Publication date: 8 May 1994

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

zbMATH Keywords

non-Gaussian noiseincomplete observationsnonlinear optimal controls

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Minimization of a functional over the set of causal operators of causal Hilbert space

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