Un probl�me de contr�le stochastique avec observation partielle

DOI10.1007/BF00534341zbMath0393.60075OpenAlexW2094830409MaRDI QIDQ4176251

Jean-Michel Bismut

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534341

zbMATH Keywords

Diffusion ProcessCameron-Martin FormulasJump ProcessNoisy ObservationProblem of Control

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items

On the existence of optimal partially observed controls ⋮ Measure-valued processes in the control of partially-observable stochastic systems ⋮ Mixed control problem under partial observation ⋮ On the comparison of the stability and control problem of differential systems ⋮ Separation principle for impulse control with partial information

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