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Existence of optimal controls for partially observed diffusions - MaRDI portal

Existence of optimal controls for partially observed diffusions (Q3687441)

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English
Existence of optimal controls for partially observed diffusions
scientific article

    Statements

    title
    Existence of optimal controls for partially observed diffusions (English)
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    author
    Vivek S. Borkar
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    published in
    Stochastics
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    publication date
    1983
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    zbMATH Keywords
    Zakai equation
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    optimal control for partially observed diffusions
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    randomized controls
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    Identifiers

    Mathematics Subject Classification ID
    60G35
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    93E20
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    60H15
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    60J60
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    zbMATH DE Number
    3911409
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    OpenAlex ID
    W2024760966
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