Partially Observed Diffusions and Their Control
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Publication:3947573
DOI10.1137/0320023zbMath0486.93076OpenAlexW2010165410MaRDI QIDQ3947573
Publication date: 1982
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0320023
Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence of optimal solutions to problems involving randomness (49J55)
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