Abstract
In this chapter, two methods for solution of the optimal control problem of a partially observable linear stochastic process with a quadratic performance functional are considered.
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© 2015 Springer International Publishing Switzerland
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Shaikhet, L. (2015). Optimal Control of Stochastic Difference Volterra Equations by Incomplete Information. In: Optimal Control of Stochastic Difference Volterra Equations. Studies in Systems, Decision and Control, vol 17. Springer, Cham. https://doi.org/10.1007/978-3-319-13239-6_6
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DOI: https://doi.org/10.1007/978-3-319-13239-6_6
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-13238-9
Online ISBN: 978-3-319-13239-6
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