Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems |
scientific article |
Statements
Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (English)
0 references
18 November 1999
0 references
Markov jump processes
0 references
optimal stochastic control
0 references
partial observations
0 references
filtering
0 references
history sets
0 references
martingale problems
0 references
0 references
0 references
