Stochastic Linear-Quadratic Optimal Control with Partial Observation-Reference-Cited by-同舟云学术

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Stochastic Linear-Quadratic Optimal Control with Partial Observation

Published:2023-06-02 Issue:3 Volume:61 Page:1231-1247
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Sun Jingrui¹^ORCID,Xiong Jie²

Affiliation:

1. Department of Mathematics, Southern University of Science and Technology, Shenzhen, Guangdong, 518055, China.

2. Department of Mathematics and SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen, Guangdong, 518055, China.

Funder

National Natural Science Foundation of China

Guangdong Basic and Applied Basic Research Foundation

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Reference17 articles.

1. Estimation and Control of Dynamical Systems

2. Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index

3. A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications

4. Brownian Motion and Stochastic Calculus

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal control of LQ problem with anticipative partial observations;European Journal of Control;2024-09

2. Partially Observed Optimal Control with Correlated Noises;2024 3rd Conference on Fully Actuated System Theory and Applications (FASTA);2024-05-10

3. Unwinding Toxic Flow with Partial Information;2024

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