Existence of optimal controls for a partially observed semimartingale
- 31 August 1982
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 13 (2) , 215-226
- https://doi.org/10.1016/0304-4149(82)90036-9
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Existence results for optimal stochastic controlsJournal of Optimization Theory and Applications, 1975
- Weak convergence of random processes in spacesD [0,∞)(X)Lithuanian Mathematical Journal, 1974
- On the relative compactness of sets of probability measures inD [0, ∞) $$\left( \mathfrak{X} \right)$$Lithuanian Mathematical Journal, 1973