scientific article

zbMath0652.93064MaRDI QIDQ3798575

Leonid Shaikhet

Publication date: 1987

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

zbMATH Keywords

separation principlequadratic cost criterionpartially observable linear Ito-Volterra process

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Volterra integral equations (45D05) Optimality conditions for problems involving randomness (49K45) Stochastic integral equations (60H20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (3)

Optimal control of Volterra type stochastic difference equations ⋮ A new method of solving the optimal control problem for a partially observable stochastic Volterra process ⋮ Optimal control in unobservable integral Volterra systems

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