partially observed control of markov processes, I

DOI10.1080/17442508908833587zbMath0692.60037OpenAlexW4234896584MaRDI QIDQ3034613

Omar Hijab

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833587

zbMATH Keywords

filteringmartingale problemmeasure-valued diffusionspartially observed control

Mathematics Subject Classification ID

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

Related Items (5)

JUMP PROCESSES UNDER PARTIAL OBSERVATIONS: FINITE STATE APPROXIMATION ⋮ Pathwise approximation and simulation for the Zakai filtering equation through operator splitting ⋮ Partially observed control of Markov processes. IV ⋮ Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems ⋮ Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation

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