scientific article

zbMath0588.60075MaRDI QIDQ3715998

Nicole El Karoui, Nguyen Huu Du, Monique Jeanblanc-Picqué

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

control of a diffusion under partial observationsexistence of an optimal Markovian filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Diffusion processes (60J60)

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