Optimal control and filtering of the reproduction law of a branching process

DOI10.1023/A:1006193819554zbMath0926.60068OpenAlexW205623329MaRDI QIDQ1284414

Claudia Ceci, Anna Gerardi

Publication date: 26 April 1999

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1006193819554

zbMATH Keywords

optimal controlZakai equationfiltering equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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