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zbMath0499.93068MaRDI QIDQ3966031

Christophe Deissenberg, Siegmar Stöppler

Publication date: 1982

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

zbMATH Keywords

separation principle finite horizon discrete-time linear quadratic Gaussian systems closed loop optimal control costly observations

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Decision theory for games (91A35)

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Stochastic control theory and operational research

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