An Asymmetric Bang-Bang Partially Observed Stochastic Control Problem

DOI10.1080/02522667.1990.10699035zbMath0732.93083OpenAlexW2333559530MaRDI QIDQ3360112

Howard J. Weiner

Publication date: 1990

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1990.10699035

zbMATH Keywords

Wiener processGirsanov's theorem

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• On asymmetric stochastic bang-bang control†

This page was built for publication: An Asymmetric Bang-Bang Partially Observed Stochastic Control Problem