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Publication:3931979
zbMath0475.49026MaRDI QIDQ3931979
Publication date: 1981
Full work available at URL: https://eudml.org/doc/28585
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
cost functiontransition intensitiesoptimum principlea posteriori probabilities of the stateslocal dynamic programming conditionpartially observed controlled jump Markovian processes
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Cites Work
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- Controlled jump processes
- Existence of Optimal Controls for Stochastic Jump Processes
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Optimal control of a jump process
- Optimal Control of Jump Processes
- The minimum principle, separation principle, and dynamic programming for partially observed jump processes
- Dynamic Programming Conditions for Partially Observable Stochastic Systems
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