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zbMath0541.93076MaRDI QIDQ3329345

Kurt Helmes, Norbert Christopeit

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

separation principle partially observed linear control systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Synthesis problems (93B50) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Existence of optimal controls for partially observed linear diffusions

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