scientific article; zbMATH DE number 4176948

MaRDI QIDQ3200962zbMATH OpenFDO

Authors Robert J. Elliott

Publication date 1990

zbMATH Keywords

predictionsmoothingfilteringvariational inequalityminimum principleZakai equationsapproximate minimum principlepartially observed Markov chains

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Data smoothing in stochastic control theory (93E14)

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