Book contents
- Frontmatter
- Contents
- Preface
- 1 Linear filtering theory
- 2 Optimal stochastic control for linear dynamic systems with quadratic payoff
- 3 Optimal control of linear stochastic systems with an exponential-of-integral performance index
- 4 Non linear filtering theory
- 5 Perturbation methods in non linear filtering
- 6 Some explicit solutions of the Zakai equation
- 7 Some explicit controls for systems with partial observation
- 8 Stochastic maximum principle and dynamic programming for systems with partial observation
- 9 Existence results for stochastic control problems with partial information
- References
- Index
References
Published online by Cambridge University Press: 16 September 2009
- Frontmatter
- Contents
- Preface
- 1 Linear filtering theory
- 2 Optimal stochastic control for linear dynamic systems with quadratic payoff
- 3 Optimal control of linear stochastic systems with an exponential-of-integral performance index
- 4 Non linear filtering theory
- 5 Perturbation methods in non linear filtering
- 6 Some explicit solutions of the Zakai equation
- 7 Some explicit controls for systems with partial observation
- 8 Stochastic maximum principle and dynamic programming for systems with partial observation
- 9 Existence results for stochastic control problems with partial information
- References
- Index
Summary
- Type
- Chapter
- Information
- Stochastic Control of Partially Observable Systems , pp. 340 - 350Publisher: Cambridge University PressPrint publication year: 1992