Controlled partially observed diffusions with correlated noise
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Publication:751613
DOI10.1007/BF01447331zbMath0714.93064MaRDI QIDQ751613
Publication date: 1990
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Related Items (3)
A stochastic maximum principle for partially observed stochastic control systems with delay ⋮ Leader-follower stochastic differential game with asymmetric information and applications ⋮ A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information
Cites Work
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- Nonlinear Semigroup for Controlled Partially Observed Diffusions
- Optimal Control for Partially Observed Diffusions
- On stochastic relaxed control for partially observed diffusions
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