Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements

DOI10.1134/s1064230723040111zbMath1528.93240MaRDI QIDQ6178162

E. A. Rudenko

Publication date: 18 January 2024

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

Cites Work

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• On the Relation of Zakai’s and Mortensen’s Equations
• On the Separation Theorem of Stochastic Control
• Stochastic Optimal Control with Noisy Observations †
• Dynamic Programming Conditions for Partially Observable Stochastic Systems

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