Optimal control of quasi-linear systems of the diffusion type under incomplete information on the state

DOI10.1134/S1064230706050054zbMath1263.93240MaRDI QIDQ1951887

Yanyan Li

Publication date: 24 May 2013

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (5)

Unnamed Item ⋮ Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type ⋮ System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval ⋮ An algorithm for synthesis of the suboptimal control law for quasi-linear stochastic dynamical systems ⋮ Reconstruction problem with incomplete information for a quasilinear stochastic differential equation

Cites Work

• Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II: Lagrange method
• Stochastic Optimal Control with Noisy Observations †
• Unnamed Item

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