On the optimal control of stochastic linear systems with contaminated partial observations
| Year of publication: |
1997
|
|---|---|
| Authors: | Romera, Rosario |
| Published in: |
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 5.1997, 1, p. 143-157
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| Publisher: |
Springer |
| Subject: | linear quadratic gaussian problem | optimal control | robustness | Kalman filter | certainty equivalence principle |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598367