Separability, neutrality and certainty equivalence†

DOI10.1080/00207177108931948zbMath0211.46302OpenAlexW2052390455MaRDI QIDQ5612828

J. W. Patchell, O. L. R. Jacobs

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1080/00207177108931948

Mathematics Subject Classification ID

Stochastic systems and control (93E99)

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Cites Work

• Sufficient statistics in the optimum control of stochastic systems
• A study of the relationship between identification and optimization in adaptive control problems
• Optimization of stochastic systems. Topics in discrete-time systems
• Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
• A Note on Certainty Equivalence in Dynamic Planning
• Optimum Control of Non-Gaussian Linear Stochastic Systems with Inaccessible State Variables