Pages that link to "Item:Q5109197"

The following pages link to Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197):

Displaying 10 items.

• Compactification methods in a control problem of jump processes under partial observations (Q1277214) (← links)
• Existence of optimal controls for partially observed jump processes (Q1862261) (← links)
• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
• Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
• \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes (Q2229525) (← links)
• Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane (Q2232766) (← links)
• Mean field approach to stochastic control with partial information (Q3383300) (← links)
• (Q3715998) (← links)
• Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation (Q4563379) (← links)
• State Constrained Control Problems in Banach Lattices and Applications (Q5013565) (← links)