Existence of optimal controls for a partially observed semimartingale (Q1169739)
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scientific article; zbMATH DE number 3780269
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| English | Existence of optimal controls for a partially observed semimartingale |
scientific article; zbMATH DE number 3780269 |
Statements
Existence of optimal controls for a partially observed semimartingale (English)
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1982
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weak convergence of measures
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Skorokhod imbedding and convergence
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optimal control
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admissible control
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