On the Separation Theorem of Stochastic Control

Previous article On the Separation Theorem of Stochastic ControlW. M. WonhamW. M. Wonhamhttps://doi.org/10.1137/0306023PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout1 P. D. Joseph and , J. T. Tou, On linear control theory, AIEE Trans. Applications and Industry, 80 (1961), 193–196 Google Scholar2 J. E. Potter, A guidance-navigation separation theorem, Rep., Re-11, Experimental Astronomy Laboratory, Massachusetts Institute of Technology, Cambridge, 1964 Google Scholar3 Charlotte Striebel, Sufficient statistics in the optimum control of stochastic systems, J. Math. Anal. Appl., 12 (1965), 576–592 10.1016/0022-247X(65)90027-2 MR0199022 0137.35802 CrossrefISIGoogle Scholar4 Wendell H. Fleming and , Makiko Nisio, On the existence of optimal stochastic controls, J. Math. Mech., 15 (1966), 777–794 MR0199020 ISIGoogle Scholar5 R. E. Kalman, New methods in Wiener filtering theory, Proc. 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