Stochastic control of system with unobserved jump parameter process

DOI10.1016/0020-0255(77)90049-4zbMath0385.93052OpenAlexW1993258198MaRDI QIDQ1249553

Izidor Gertner, David Rappaport

Publication date: 1977

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(77)90049-4

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items

Optimal control of jump-linear gaussian systems†

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