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#separation_principle_in_stochastic_control

Separation principle in stochastic control

The separation principle is one of the fundamental principles of stochastic control theory, which states that the problems of optimal control and state estimation can be decoupled under certain conditions. In its most basic formulation it deals with a linear stochastic system

Tue 28th

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Separation principle in stochastic control Separation principle Linear–quadratic–Gaussian control Filtering problem (stochastic processes) Anders Lindquist Robert Liptser Partial differential equation Neural network (machine learning) List of statistics articles Nonlinear filter
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