scientific article; zbMATH DE number 3745962

MaRDI QIDQ3931979zbMATH OpenFDO

Authors Nguyen Van Huu

Publication date 1981

Full work available at URL https://eudml.org/doc/28585

zbMATH Keywords

a posteriori probabilities of the statescost functionlocal dynamic programming conditionoptimum principlepartially observed controlled jump Markovian processestransition intensities

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Observability (93B07) Optimal stochastic control (93E20)

Cites work

• Controlled jump processes
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• Existence of Optimal Controls for Stochastic Jump Processes
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Optimal control of a jump process
• Optimal Control of Jump Processes
• The minimum principle, separation principle, and dynamic programming for partially observed jump processes

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