On optimal correction problems with partial information

DOI10.1080/07362998508809053zbMath0561.93068OpenAlexW2036842952MaRDI QIDQ5187193

Maurice Robin, José Luis Menaldi

Publication date: 1985

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998508809053

zbMATH Keywords

Hamilton-Jacobi-Bellman equationspartial informationpenalty argumentstochastic connection problems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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