Abstract
The state of the system is described by We shall clarify later how we choose the control process.
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References
Bensoussan, A., Stochastic Control of Partially Observable Systems,Cambridge University Press, (1992)
Bensoussan, A., Van Schuppen, J.H., Optimal Control of partially observable control systems with an exponential-of-integral performance index, SIAM J. Con. 23(4), (1985)
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Bensoussan, A. (2018). Stochastic Control of Linear Dynamical Systems with Partial Information. In: Estimation and Control of Dynamical Systems. Interdisciplinary Applied Mathematics, vol 48. Springer, Cham. https://doi.org/10.1007/978-3-319-75456-7_9
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DOI: https://doi.org/10.1007/978-3-319-75456-7_9
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