Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws

SIAM Journal on Control and Optimization

Volumn 36, Issue 2, 1998, Pages 542-578

  Charalambous, Charalambos D ^a   Elliott, Robert J ^b,c  

^a MCGILL UNIVERSITY   (Canada)

^b UNIVERSITY OF ALBERTA   (Canada)

^c UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

Exact optimal controls; Nonlinear filtering; Risk sensitive; Sector bounded nonlinearities; Stochastic control

Indexed keywords

COMPUTATIONAL METHODS; CONTROL NONLINEARITIES; FUNCTIONS; NONLINEAR CONTROL SYSTEMS; OBSERVABILITY; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; SIGNAL FILTERING AND PREDICTION; STATE SPACE METHODS;

DUNCAN-MORTENSEN-ZAKAI EQUATIONS; LINEAR-EXPONENTIAL-QUADRATIC-GAUSSIAN TRACKING PROBLEMS; NONLINEAR FILTERING; SECTOR-BOUNDED NONLINEARITIES;

STOCHASTIC CONTROL SYSTEMS;

EID: 0032025189     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012995287326     Document Type: Article

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