On the existence of optimal partially observed controls

DOI10.1007/BF01460117zbMath0525.93067MaRDI QIDQ594835

Michael Kohlmann, Robert J. Elliott

Publication date: 1982

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

discrete observationspartial observationoptimal relaxed controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items

Infinitesimal methods in control theory: deterministic and stochastic

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