EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1515/DEMA-1983-0115zbMath0584.93069OpenAlexW2783114189MaRDI QIDQ3710441

Jacek Dabrowski

Publication date: 1983

Published in: Demonstratio Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dema-1983-0115

zbMATH Keywords

one-dimensional stochastic differential equationoptimal relaxed controloptimal stochastic control under partial observation

Mathematics Subject Classification ID

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

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