Linear-quadratic control and information relaxations
type: Item
instance of: scholarly article
title: Linear-quadratic control and information relaxations
zbMATH Open document ID: 1258.49055
author: Andrew Lim
author: Martin B. Haugh
published in: Operations Research Letters
publication date: 2013-03-05T00:00:00Z
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 49N15
zbMATH DE Number: 6141236
zbMATH Keywords: duality
zbMATH Keywords: information relaxations
zbMATH Keywords: linear--quadratic control
MaRDI profile type: Publication
full work available at URL: j.orl.2012.08.010
OpenAlex ID: W2048166500
cites work: Information Relaxations and Duality in Stochastic Dynamic Programs
cites work: Anticipative LQG Control
cites work: Q3974813
cites work: Q4895161
cites work: A new proof of the discrete-time LQG optimal control theorems
cites work: Pricing American Options: A Duality Approach
cites work: Monte Carlo valuation of American options
cites work: Pathwise Stochastic Optimal Control
DOI: 10.1016/J.ORL.2012.08.010
description: scientific article; zbMATH DE number 6141236