Stochastic continuous control of partially observed systems via impulse control problems

DOI10.1080/17442508908833552zbMath0669.93085OpenAlexW1964691907MaRDI QIDQ3823499

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Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833552

zbMATH Keywords

impulse controloptimal controlsseparation principle. stochastic control problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

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Random relaxed controls and partially observed stochastic systems

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