Separation principle for impulse control with partial information (Q3669284): Difference between revisions

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+An Existence Theorem on Optimal Control of Partially Observable Diffusions
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+Examples of optimal control for partially observable systems:comparison, classical, and martingale methods
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+Q4199298
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+Un probl�me de contr�le stochastique avec observation partielle
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+Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
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+Sur la r�gularit� des trajectoires des Martingales � deux indices
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+Existence of optimal stochastic controls under partial observation
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+The Separation Principle in Stochastic Control via Girsanov Solutions
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+Dynamic Programming Conditions for Partially Observable Stochastic Systems
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+The Optimal Control of a Stochastic System
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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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+Transitivity in problems of optimal stopping
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+Existence results for optimal stochastic controls
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+Techniques probabilistes dans le contrôle impulsionnel
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+Sur l'int�grabilit� uniforme des martingales exponentielles
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+Strongly supermedian functions and optimal stopping
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+Renaissance, recollements, mélanges, ralentissement de processus de Markov
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+On an impulsive control of additive processes
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+The minimum principle, separation principle, and dynamic programming for partially observed jump processes
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+Calcul stochastique d�pendant d'un param�tre
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+On the Separation Theorem of Stochastic Control
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+On the optimal filtering of diffusion processes
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