Partially observed control of markov processes, ii

DOI10.1080/17442508908833594zbMath0727.60042OpenAlexW4243306298MaRDI QIDQ3349689

Omar Hijab

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/17442508908833594

zbMATH Keywords

filteringmartingale problempartially observed control problemmeasure-valued diffusions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15)

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