Optimal control and filtering of the reproduction law of a branching process (Q1284414)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal control and filtering of the reproduction law of a branching process |
scientific article; zbMATH DE number 1278756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control and filtering of the reproduction law of a branching process |
scientific article; zbMATH DE number 1278756 |
Statements
Optimal control and filtering of the reproduction law of a branching process (English)
0 references
26 April 1999
0 references
The main purpose of the paper is to study a control problem with partial observations for which the filtering equation is an essential tool. It is constructed a controlled branching process and the partially observable control problem is defined. It is proved the strong uniqueness for solutions of the Zakai equation and as a consequence equivalence between the partially observed control problem and the separated one is proved. The paper is well organized and the proofs are given in an explicit manner.
0 references
optimal control
0 references
filtering equation
0 references
Zakai equation
0 references
