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Existence of optimal stochastic controls under partial observation - MaRDI portal

Existence of optimal stochastic controls under partial observation (Q4194857)

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scientific article; zbMATH DE number 3634143
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English
Existence of optimal stochastic controls under partial observation
scientific article; zbMATH DE number 3634143

    Statements

    Existence of optimal stochastic controls under partial observation (English)
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    1980
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    Probability Measures
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    Existence of Optimal Stochastic Controls
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    Partial Observation
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    Nonlinear Stochastic Differential Equation
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    Convergence
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