Compactification methods in a control problem of jump processes under partial observations

zbMath0918.93062MaRDI QIDQ1277214

Nguyen Huu Du

Publication date: 8 August 1999

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

controldynamic programmingfilteringMarkov jump processrelaxed controlrandomized controlsMarkovian filterpartially observed process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

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