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zbMath0523.93065MaRDI QIDQ3037292

Ulrich G. Haussmann

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

separation principle partially observable diffusion process non-quadratic cost

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

Existence of optimal controls for partially observed linear diffusions ⋮ The application of the separation principle for the linear continuous systems with coloured noise

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