Separation principle for impulse control with partial information

DOI10.1080/17442508308833262MaRDI QIDQ3669284zbMATH OpenOpenAlexFDO

Authors J. Szpirglas, Gerald Mazziotto

Publication date 1983

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508308833262

zbMATH Keywords

partial informationseparation principlesemi-martingaleimpulse control

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic approximation (62L20) Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Optimal stochastic control (93E20)

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Cited in

(1)

• Filtrage non lineaire avec observation sur une variete

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