Control of partially observed diffusions
- 1 December 1991
- journal article
- research article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 71 (3) , 485-501
- https://doi.org/10.1007/bf00941399
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- The variational principle for optimal control of diffusions with partial informationSystems & Control Letters, 1989
- The Maximum Principle for Optimal Control of Diffusions with Partial InformationSIAM Journal on Control and Optimization, 1987
- Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusionsStochastics, 1983
- The Optimal Control of a Stochastic SystemSIAM Journal on Control and Optimization, 1977