scientific article; zbMATH DE number 917235

MaRDI QIDQ4889633zbMATH OpenFDO

Authors Nikolai Dokuchaev

Publication date 26 November 1996

zbMATH Keywords

Wiener processstochastic diffusion processesstochastic optimal control existence

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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(6)

• Optimal control for Itô-type systems with partial initial conditions.
• Optimal control of observations in the filtering of diffusion processes. I
• Optimal programmed controls: Existence and approximation
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• On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions
• scientific article; zbMATH DE number 3875116 (Why is no real title available?)

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