On the stochastic control of linear systems with different information sets
- 1 October 1971
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 16 (5), 423-430
- https://doi.org/10.1109/tac.1971.1099810
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Stochastic differential games with constrained state estimatorsIEEE Transactions on Automatic Control, 1969
- On a class of linear stochastic differential gamesIEEE Transactions on Automatic Control, 1968
- On the Separation Theorem of Stochastic ControlSIAM Journal on Control, 1968
- A Counterexample in Stochastic Optimum ControlSIAM Journal on Control, 1968
- The matrix minimum principleInformation and Control, 1967
- Team Decision ProblemsThe Annals of Mathematical Statistics, 1962