Optimal control under discrete observation of continuous stochastic systems with time delay.
Jozef Komorník · Czech digital mathematics library · 1978
Optimal Control under Discrete Observation of Continuous Stochastic Systems with Time Delay JOZEF KOMORNIKThe linear-quadratic problem is considered.The observations are supposed to be indirect and affected by noise.The solution of filtration and smoothing problems which is needed for the optimal control is given by a recursive system of deterministic differential equations.