Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281): Difference between revisions

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+Q4207496
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+Filtering the histories of a partially observed marked point process
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+Filtering of a branching process given its split times
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+Optimal control and filtering of the reproduction law of a branching process
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+Filtering of a Markov jump process with counting observations
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+A partially observed control problem for Markov chains
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+Q3721531
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+Existence of an Optimal Markovian Filter for the Control under Partial Observations
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+Measure-valued processes in the control of partially-observable stochastic systems
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+Optimal Control for Partially Observed Diffusions
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+partially observed control of markov processes, I
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+Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
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+Martingale problems for conditional distributions of Markov processes
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+Unique characterization of conditional distributions in nonlinear filtering
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+On the unnormalized solution of the filtering problem with counting process observations
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+Mixed control problem under partial observation
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+Q3763448
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+Publication:1807281