On optimal stochastic control with smoothed information

DOI10.1016/0020-0255(68)90007-8zbMath0254.93049OpenAlexW2039720176MaRDI QIDQ2558191

Anders Lindquist

Publication date: 1968

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(68)90007-8

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Related Items

On the representation of optimal fixed-lag smoothers for continuous-time random processes, A new finite-time linear smoothing filter, Discrete-time fixed-lag smoothing algorithms, Optimal control of linear stochastic systems with applications to time lag systems

Cites Work

• On optimal linear smoothing theory
• Orthogonal Projection and Discrete Optimal Linear Smoothing
• On the Separation Theorem of Stochastic Control
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