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Necessary Conditions of Optimization for Partially Observed Controlled Diffusions - MaRDI portal

Necessary Conditions of Optimization for Partially Observed Controlled Diffusions

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DOI10.1137/S0363012994259379zbMath0939.93044OpenAlexW1984171937MaRDI QIDQ4699142

Charalambos D. Charalambous, Joseph L. Hibey

Publication date: 23 November 1999

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

Full work available at URL: https://doi.org/10.1137/s0363012994259379

zbMATH Keywords

stochastic control separation principle nonlinear filtering minimum principle measure-valued decompositions partially observable diffusions

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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