Necessary Conditions of Optimization for Partially Observed Controlled Diffusions

DOI10.1137/S0363012994259379zbMATH Open0939.93044OpenAlexW1984171937MaRDI QIDQ4699142FDOQ4699142

Authors: Charalambos D. Charalambous, J. L. Hibey 

Publication date: 23 November 1999

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012994259379

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zbMATH Keywords

stochastic controlseparation principlenonlinear filteringminimum principlemeasure-valued decompositionspartially observable diffusions

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (6)

• Title not available (Why is that?)
• A necessary condition for optimality in a problem of stochastic control with discretized observations
• General necessary conditions for partially observed optimal stochastic controls
• The Maximum Principle for Optimal Control of Diffusions with Partial Information
• Title not available (Why is that?)
• On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations

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