Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems

DOI10.1109/9.566658zbMath0874.93093OpenAlexW2097472444MaRDI QIDQ4339717

Robert J. Elliott, Charalambos D. Charalambous

Publication date: 10 November 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e3fa98f4beec27150f23cc28b66da8a24d699b6b

zbMATH Keywords

nonlinear filtersseparation theoremLQGrisk-sensitiveLEQGpartially observed stochastic optimal control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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