On Impulse Control with Partial Observation
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Publication:3799931
DOI10.1137/0326052zbMath0653.93072MaRDI QIDQ3799931
Zabczyk, Jerzy, J. Szpirglas, Gerald Mazziotto, Łukasz Stettner
Publication date: 1988
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0326052
93E11: Filtering in stochastic control theory
49J40: Variational inequalities
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
49J55: Existence of optimal solutions to problems involving randomness
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