Partially observed control of markov processes, ii

DOI10.1080/17442508908833594MaRDI QIDQ3349689zbMATH OpenOpenAlexFDO

Authors 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 problemmeasure-valued diffusionspartially observed control problem

Mathematics Subject Classification ID

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

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