Optimal control and filtering of the reproduction law of a branching process (Q1284414)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control and filtering of the reproduction law of a branching process |
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Optimal control and filtering of the reproduction law of a branching process (English)
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26 April 1999
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The main purpose of the paper is to study a control problem with partial observations for which the filtering equation is an essential tool. It is constructed a controlled branching process and the partially observable control problem is defined. It is proved the strong uniqueness for solutions of the Zakai equation and as a consequence equivalence between the partially observed control problem and the separated one is proved. The paper is well organized and the proofs are given in an explicit manner.
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optimal control
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filtering equation
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Zakai equation
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