Stochastic Control of Partially Observable Systems
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Published By Cambridge University Press

9780521354035, 9780521611978, 9780511526503

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Some explicit controls for systems with partial observation

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.008 ◽

1992 ◽

pp. 222-267

Keyword(s):

Partial Observation

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Existence results for stochastic control problems with partial information

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.010 ◽

1992 ◽

pp. 326-339

Keyword(s):

Stochastic Control ◽

Partial Information ◽

Existence Results ◽

Control Problems ◽

Stochastic Control Problems

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Stochastic maximum principle and dynamic programming for systems with partial observation

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.009 ◽

1992 ◽

pp. 268-325

Keyword(s):

Dynamic Programming ◽

Maximum Principle ◽

Stochastic Maximum Principle ◽

Partial Observation

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Linear filtering theory

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.002 ◽

1992 ◽

pp. 1-18

Keyword(s):

Linear Filtering ◽

Filtering Theory

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References

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.011 ◽

1992 ◽

pp. 340-350 ◽

Cited By ~ 1

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Preface

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.001 ◽

1992 ◽

pp. vii-viii

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Optimal control of linear stochastic systems with an exponential-of-integral performance index

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.004 ◽

1992 ◽

pp. 53-73

Keyword(s):

Optimal Control ◽

Performance Index ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Perturbation methods in non linear filtering

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.006 ◽

1992 ◽

pp. 136-189

Keyword(s):

Perturbation Methods ◽

Linear Filtering ◽

Non Linear

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Optimal stochastic control for linear dynamic systems with quadratic payoff

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.003 ◽

1992 ◽

pp. 19-52

Keyword(s):

Stochastic Control ◽

Dynamic Systems ◽

Optimal Stochastic Control ◽

Linear Dynamic Systems ◽

Linear Dynamic

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Some explicit solutions of the Zakai equation

Stochastic Control of Partially Observable Systems ◽

10.1017/cbo9780511526503.007 ◽

1992 ◽

pp. 190-221

Keyword(s):

Explicit Solutions ◽

Zakai Equation

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