A separation principle for partially observed control of singular stochastic processes (Q1000011): Difference between revisions

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+Occupation measures for controlled Markov processes: Characterization and optimality
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+Linear Programming Formulation for Optimal Stopping Problems
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+Approximation Schemes for Infinite Linear Programs
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+Q4255598
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+Unique characterization of conditional distributions in nonlinear filtering
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+Existence of Markov Controls and Characterization of Optimal Markov Controls
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+Stationary solutions and forward equations for controlled and singular martingale problems
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+Time-average control of martingale problems: A linear programming formulation
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+On approximation by polygons in the calculus of variations
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