scientific article; zbMATH DE number 4051488

MaRDI QIDQ3787901zbMATH OpenFDO

Authors

Publication date 1987

zbMATH Keywords

impulse controlpartially observed diffusion processoptimal separated solutions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20)

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(7)

• Receding Horizon Control with Incomplete Observations
• Stochastic continuous control of partially observed systems via impulse control problems
• On Impulse Control with Partial Observation
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• partially observed control of markov processes, I

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