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zbMATH Open0803.60071MaRDI QIDQ3138631

R. J. Elliott, Hailiang Yang

Publication date: 18 November 1993

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

zbMATH Keywords

control parameter forward Kolmogorov equation transition probabilities backward parabolic equations Wiener noise controlled Markov chains with incomplete information

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on discrete state spaces (60J27) Problems with incomplete information (optimization) (49N30)

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