On stochastic control of Wiener process

DOI10.1215/KJM/1250522573MaRDI QIDQ1257867zbMATH OpenOpenAlexFDO

Authors Masatoshi Fujisaki

Publication date 1978

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250522573

zbMATH Keywords

Stochastic ControlWiener ProcessLinearPartially Observable

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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