On a problem of optimal stochastic control with incomplete information (Q1021257)

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On a problem of optimal stochastic control with incomplete information
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    Statements

    title
    On a problem of optimal stochastic control with incomplete information (English)
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    author
    Simon Brendle
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    publication date
    8 June 2009
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    zbMATH Keywords
    optimal stochastic control
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    filtering
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    93E11
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    91G80
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    zbMATH DE Number
    5562561
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