An admissible systems approach to separation in partially observed stochastic control problems
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Publication:3710443
DOI10.1080/00207178408933218zbMath0584.93072OpenAlexW2092920431MaRDI QIDQ3710443
No author found.
Publication date: 1984
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178408933218
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)
Cites Work
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- A characterization of ε-optimal controls for stochastic systems with partial observations via the unnormalized conditional density
- On the Existence of Optimal Controls for Partially Observed Diffusions
- Optimal Control for Partially Observed Diffusions