The Separation Principle in Stochastic Control via Girsanov Solutions
- 1 January 1976
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 14 (1) , 176-188
- https://doi.org/10.1137/0314015
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- On the Existence of Optimal Policies in Stochastic ControlSIAM Journal on Control, 1973
- Dynamic Programming Conditions for Partially Observable Stochastic SystemsSIAM Journal on Control, 1973
- Information states for linear stochastic systemsJournal of Mathematical Analysis and Applications, 1972
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- Weak Solutions of a Partial Differential Equation of Dynamic ProgrammingSIAM Journal on Control, 1971
- Existence of Optimal Stochastic Control LawsSIAM Journal on Control, 1971
- On the Solutions of a Stochastic Control SystemSIAM Journal on Control, 1971
- On the Separation Theorem of Stochastic ControlSIAM Journal on Control, 1968