Controlled partially observed jump processes: dynamics dependent on the observed history.

DOI10.1016/S0362-546X(01)00368-6zbMath1042.49536OpenAlexW2009219348MaRDI QIDQ1875270

Claudia Ceci, Anna Gerardi

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00368-6

Mathematics Subject Classification ID

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

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Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation

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