scientific article; zbMATH DE number 4023182

MaRDI QIDQ3765692zbMATH OpenFDO

Authors Ulrich G. Haussmann

Publication date 1987

zbMATH Keywords

partially observed stochastic systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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• On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions
• Some New Results on Sample Path Optimality in Ergodic Control of Diffusions

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