Measure-valued processes in the control of partially-observable stochastic systems

DOI10.1007/BF01442899zbMath0444.93050MaRDI QIDQ1145115

Wendell H. Fleming

Publication date: 1980

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

Brownian motion (60J65) Optimal stochastic control (93E20)

Related Items (11)

An admissible systems approach to separation in partially observed stochastic control problems ⋮ On stochastic optimal control in ferromagnetism ⋮ Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise ⋮ Controlled Heterogeneous Collection: The Role of Occupation Numbers ⋮ Stochastic Control with Delayed Information and Related Nonlinear Master Equation ⋮ Open-loop evasion strategies in a pursuit-evasion problem in a reduced state space ⋮ Mixed control problem under partial observation ⋮ Evaluation of the effectiveness of open-loop evasion strategies in a pursuit-evasion problem ⋮ Partially observed control of Markov processes. IV ⋮ Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems ⋮ Separation principle for impulse control with partial information

Cites Work

• Optimal control of noisy finite-state Markov processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4176251 Un probl�me de contr�le stochastique avec observation partielle]
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