An Asymmetric Bang-Bang Partially Observed Stochastic Control Problem

DOI10.1080/02522667.1990.10699035MaRDI QIDQ3360112zbMATH OpenOpenAlexFDO

Authors Howard J. Weiner

Publication date 1990

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1990.10699035

zbMATH Keywords

Girsanov's theoremWiener process

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites work

• On asymmetric stochastic bang-bang control†

Cited in

(2)

• Asymmetric information control for stochastic systems with different intermittent observations
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