Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case

DOI10.1080/17442508608833389zbMath0596.60067OpenAlexW2068400442MaRDI QIDQ3729777

Agamirza E. Bashirov

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833389

zbMATH Keywords

optimal controlseparation principledeterministic feedbackstochastic linear optimal control problem in Hilbert space

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Random operators and equations (aspects of stochastic analysis) (60H25) Control/observation systems in abstract spaces (93C25)

Related Items (2)

Filtering, smoothing and prediction for wide-band noise driven linear systems ⋮ On linear filtering under dependent wide-band noise

Cites Work

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• Estimation Theory for Abstract Evolution Equations Excited by General White Noise Processes
• The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators
• The Separation Principle for Stochastic Evolution Equations
• Optimal Control of Stochastic Linear Distributed Parameter Systems
• Controllability, Observability and Optimal Feedback Control of Affine Hereditary Differential Systems

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