partially observed control of markov processes, I

DOI10.1080/17442508908833587MaRDI QIDQ3034613zbMATH OpenOpenAlexFDO

Authors Omar Hijab

Publication date 1989

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508908833587

zbMATH Keywords

filteringmartingale problemmeasure-valued diffusionspartially observed control

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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