A separation principle for partially observed control of singular stochastic processes
From MaRDI portal
Publication:1000011
DOI10.1016/j.na.2005.02.051zbMath1224.93141MaRDI QIDQ1000011
Publication date: 4 February 2009
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2005.02.051
singular stochastic control; linear programming separationprinciple; long-term average criterion; partially observed stochastic control
DB lookup for MSC labels failed