On the equivalence between optimal stochastic control and open-loop feedback control

DOI10.1080/00207178408933267zbMath0632.93079OpenAlexW2028348729MaRDI QIDQ3770426

Ryszard Gessing, O. L. R. Jacobs

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933267

zbMATH Keywords

equivalenceoptimal stochastic controlinformation structuresuboptimal open-loop feedback (OLF) control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cites Work

• Adaptive stochastic control for a class of linear systems
• Generalized certainty equivalence and dual effect in stochastic control
• Separability, neutrality and certainty equivalence†
• Team decision theory and information structures in optimal control problems--Part I

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