Optimal control and filtering of linear stochastic systems

DOI10.1080/00207176808905628zbMath0176.08202OpenAlexW2035091524MaRDI QIDQ5565968

Nan K. Loh, S. T. Ariaratnam

Publication date: 1968

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207176808905628

zbMATH Keywords

ordinary differential equations

Cites Work

• On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory
• On the relation between ordinary and stochastic differential equations
• A note on the differential equations of conditional probability density functions
• Conditional Markov Processes
• Optimal Control of Linear Stochastic Systems
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