Optimal control and filtering of the reproduction law of a branching process
type: Item
instance of: scholarly article
title: Optimal control and filtering of the reproduction law of a branching process
zbMATH Open document ID: 0926.60068
DOI: 10.1023/A:1006193819554
author: Claudia Ceci
author: Anna Gerardi
published in: Acta Applicandae Mathematicae
publication date: 1999-04-26T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60J80
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 1278756
zbMATH Keywords: optimal control
zbMATH Keywords: filtering equation
zbMATH Keywords: Zakai equation
reviewed by: Constantin Vârsan
MaRDI profile type: Publication
full work available at URL: a:1006193819554
OpenAlex ID: W205623329
description: scientific article; zbMATH DE number 1278756