Optimal control of linear systems in the case of continuous and discrete observations

DOI10.1007/BF00884192zbMath0305.93056OpenAlexW1997431944MaRDI QIDQ4062305

V. B. Kolmanovskij

Publication date: 1975

Published in: Soviet Applied Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00884192

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic integral equations (60H20) Model systems in control theory (93C99)

Cites Work

• Unnamed Item
• Optimal combination of control and observation
• Nonlinear filtering of Markov diffusion processes

This page was built for publication: Optimal control of linear systems in the case of continuous and discrete observations