Optimal control of nonlinear probabilistic systems on the basis of an incomplete state vector
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Publication:796488
zbMath0543.93074MaRDI QIDQ796488
Publication date: 1984
Published in: Automation and Remote Control (Search for Journal in Brave)
Bellman's equationFokker- Planck equationlinear quadratic problempartially observed stochastic system
Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis ⋮ Operational-optimal finite-dimensional dynamic controller of the stochastic differential plant's state according to its output. I: General nonlinear case
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