Optimal control and filtering of the reproduction law of a branching process
The main purpose of the paper is to study a control problem with partial observations for which the filtering equation is an essential tool. It is constructed a controlled branching process and the partially observable control problem is defined. It is proved the strong uniqueness for solutions of the Zakai equation and as a consequence equivalence between the partially observed control problem and the separated one is proved. The paper is well organized and the proofs are given in an explicit manner.
scientific article; zbMATH DE number 1278756