A Strong Separation Principle for Stochastic Control Systems Driven by a Hidden Markov Model

DOI10.1137/S0363012992232233zbMath0814.93082MaRDI QIDQ4302298

Raymond W. Rishel

Publication date: 14 August 1994

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

stochastic optimal controlseparation principle

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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