Lindset, Snorre; Lund, Arne-Christian; Matsen, Egil - In: European Journal of Operational Research 199 (2009) 2, pp. 435-441
This paper develops a generalization of the linear quadratic control problem with partial information. As in the standard partial information setting, it is assumed that the state variable is only observed with noise. The idea in this paper is that the information level may be chosen optimally....
