Dabbous, Tayel E.2016-02-082016-02-0819900191-2216http://hdl.handle.net/11693/27823Date of Conference: 5-7 December 1990Conference Name: 29th IEEE Conference on Decision and Control, IEEE 1990An alternative formulation is presented for a class of partially observed bilinear stochastic control problems which is described by three sets of stochastic differential equations: one for the system to be controlled, one for the observer, and one for the control process which is driven by the observation process. With this formulation, the stochastic control problem is converted to an equivalent deterministic identification problem of control gain matrices. Using standard variation arguments, the necessary conditions of optimality on the basis of which the optimal control parameters can be determined are obtained.EnglishNonlinear control systemsOptimal control systemsMathematical techniquesBilinear systemsDeterministic identificationPartially observed systemsStochastic differential equationsStochastic systemsConference Paper10.1109/CDC.1990.203844