scientific article; zbMATH DE number 4042963

MaRDI QIDQ3780198zbMATH OpenFDO

Authors R. Chitashvili, M. Mania

Publication date 1987

zbMATH Keywords

completion of the class of controlsexpected value of the performance indexoptimal controlpartially observable diffusion-type processtopology of weak convergence

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

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Cited in

(3)

• Optimal locally absolutely continuous change of measure. finite set of decisions. part i
• Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems
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