Control of partially observed diffusions
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Publication:1321122
DOI10.1007/BF00941399zbMath0795.49019OpenAlexW2018358701MaRDI QIDQ1321122
Robert J. Elliott, Hailiang Yang
Publication date: 27 April 1994
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00941399
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Cites Work
- The variational principle for optimal control of diffusions with partial information
- Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
- The Maximum Principle for Optimal Control of Diffusions with Partial Information
- The Optimal Control of a Stochastic System
- The Partially Observed Stochastic Minimum Principle
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