The minimum principle, separation principle, and dynamic programming for partially observed jump processes

DOI10.1109/TAC.1978.1101893zbMath0389.93058OpenAlexW2171666650MaRDI QIDQ4171959

Raymond W. Rishel

Publication date: 1978

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1978.1101893

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Sums of independent random variables; random walks (60G50) Dynamic programming in optimal control and differential games (49L20)

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