On Impulse Control with Partial Observation

DOI10.1137/0326052zbMath0653.93072OpenAlexW2134204216MaRDI QIDQ3799931

Zabczyk, Jerzy, J. Szpirglas, Gerald Mazziotto, Łukasz Stettner

Publication date: 1988

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0326052

zbMATH Keywords

optimal stoppingseparated problempartially observed impulse control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Variational inequalities (49J40) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Existence of optimal solutions to problems involving randomness (49J55)

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