Dual effect, certainty equivalence, and separation in stochastic control

Bar-Shalom, Y.; Tse, E.

doi:10.1109/TAC.1974.1100635

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Dual effect, certainty equivalence, and separation in stochastic control

Author(s): Y. Bar-Shalom , E. Tse

Publication date Created: October 1974

Publication date (Print): October 1974

Journal: IEEE Transactions on Automatic Control

Publisher: Institute of Electrical and Electronics Engineers (IEEE)

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Most cited references 21

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Separation of estimation and control for discrete time systems

H.S. Witsenhausen (1971)

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On pole assignment in multi-input controllable linear systems

W. Wonham (1967)

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On the Separation Theorem of Stochastic Control

W. Wonham (1968)

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Author and article information

Journal

Title: IEEE Transactions on Automatic Control

Abbreviated Title: IEEE Trans. Automat. Contr.

Publisher: Institute of Electrical and Electronics Engineers (IEEE)

ISSN (Print): 0018-9286

Publication date Created: October 1974

Publication date (Print): October 1974

Volume: 19

Issue: 5

Pages: 494-500

Article

DOI: 10.1109/TAC.1974.1100635

SO-VID: bb2b14f8-57d5-4764-94b8-24783728e4cc

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