On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions

DOI10.1080/17442509108833725zbMath0747.60058OpenAlexW2024626775MaRDI QIDQ3986621

Wolfgang J. Runggaldier, Łukasz Stettner

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833725

zbMATH Keywords

stopping time impulse controls successive approximations controlled diffusions optimal control strategy infinite horizon stochastic control problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60)

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