Optimal Control for Partially Observed Diffusions
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Publication:3944469
DOI10.1137/0320021zbMath0484.93077OpenAlexW2032176413MaRDI QIDQ3944469
Etienne Pardoux, Wendell H. Fleming
Publication date: 1982
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0320021
Brownian motion (60J65) Observability (93B07) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence of optimal solutions to problems involving randomness (49J55)
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