Optimal control of observations in the filtering of diffusion processes. I

zbMath0574.93072MaRDI QIDQ1063571

B. George

Publication date: 1985

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

conditional meanoptimal control of a partially observed stochastic system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

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