Stochastic maximum principle for hybrid optimal control problems under partial observation

DOI10.1016/j.sysconle.2023.105651zbMath1530.93546arXiv2303.06401MaRDI QIDQ6069672

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Publication date: 14 November 2023

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.06401

zbMATH Keywords

maximum principleMarkov chainpartial observationnon-linear filteringlinear quadratic problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Cites Work

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