Existence of optimal controls for partially observed diffusions
- 1 January 1983
- journal article
- research article
- Published by Taylor & Francis in Stochastics
- Vol. 11 (1-2) , 103-141
- https://doi.org/10.1080/17442508308833281
Abstract
Existence of optimal controls for partially observed diffusions is established for a suitably defined class of admissible controlsKeywords
This publication has 6 references indexed in Scilit:
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- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision ProblemsSIAM Journal on Control, 1970