On a problem of optimal control with partial observations
Joint Authors
Ahmad, Hiyam
al-Sanusi, Ismail H.
Jabarah, Muhammad
Source
Sudan Journal of Basic Sciences. |n Series : Mathematical Science
Issue
Vol. 3, Issue 10 (31 Dec. 2005), pp.49-58, 10 p.
Publisher
Sudan Institute for Natural Sciences Publication Unit
Publication Date
2005-12-31
Country of Publication
Sudan
No. of Pages
10
Main Subjects
Topics
Abstract EN
In this paper we study a stochastic control problem with partial observation when the cost functional is linear and quadratic.
Such problem is known as linear quadratic problem.
The problem is solved via algebraic manipula-tion.
American Psychological Association (APA)
Ahmad, Hiyam& al-Sanusi, Ismail H.& Jabarah, Muhammad. 2005. On a problem of optimal control with partial observations. Sudan Journal of Basic Sciences. |n Series : Mathematical Science،Vol. 3, no. 10, pp.49-58.
https://search.emarefa.net/detail/BIM-267955
Modern Language Association (MLA)
Ahmad, Hiyam…[et al.]. On a problem of optimal control with partial observations. Sudan Journal of Basic Sciences. |n Series : Mathematical Science Vol. 3, no. 10 (2005), pp.49-58.
https://search.emarefa.net/detail/BIM-267955
American Medical Association (AMA)
Ahmad, Hiyam& al-Sanusi, Ismail H.& Jabarah, Muhammad. On a problem of optimal control with partial observations. Sudan Journal of Basic Sciences. |n Series : Mathematical Science. 2005. Vol. 3, no. 10, pp.49-58.
https://search.emarefa.net/detail/BIM-267955
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 58
Record ID
BIM-267955
