Optimal control for a class of partially observable systems†

DOI10.1080/17442508208833225zbMath0499.93067OpenAlexW2047021690MaRDI QIDQ3966030

Kurt Helmes, Norbert Christopeit

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833225

zbMATH Keywords

separation principlebang-bang controlfinite horizoncertainty equivalencepartially observable systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (3)

Examples of optimal controls for linear stochastic control systems with partial observation ⋮ Optimal discounted control for a continuous time inventory model ⋮ Existence of optimal controls for partially observed linear diffusions

Cites Work

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• Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work
• Representations of Itô Processes
• The Separation Principle in Stochastic Control via Girsanov Solutions
• Full “Bang” to Reduce Predicted Miss is Optimal
• Composition and invariance methods for solving some stochastic control problems
• On the Stochastic Maximum Principle
• On “predicted miss” stochastic control problems

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