scientific article; zbMATH DE number 917235

zbMATH Open0851.93077MaRDI QIDQ4889633FDOQ4889633

Authors: Nikolai Dokuchaev 

Publication date: 26 November 1996

Title of this publication is not available (Why is that?)

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• Optimization of stochastic diffusion systems with constraints on the control-observation process. II: Necessary conditions of optimality
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• EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• Existence of optimal controls for partially observed diffusions
• Characterization of optimality for controlled diffusion processes

zbMATH Keywords

Wiener processstochastic diffusion processesstochastic optimal control existence

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (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
• EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
• On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions
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