scientific article; zbMATH DE number 3885055

MaRDI QIDQ3218871zbMATH OpenFDO

Authors Ulrich G. Haussmann

Publication date 1985

Full work available at URL http://www.numdam.org/item?id=SPS_1985__19__37_0, https://eudml.org/doc/113534

zbMATH Keywords

existence of a solutionmild regularity and boundedness hypothesespartially observed control problemZakai's equation

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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• The probabilistic structure of controlled diffusion processes
• Diffusion approximations and nearly optimal maintenance policies for system breakdown and repair problems
• Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
• Adaptive boundary concentration control using Zakai equation
• scientific article; zbMATH DE number 3994673 (Why is no real title available?)

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