Partially observed control of markov processes, ii*

Omar Hijab

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Partially observed control of markov processes, ii*

机译：Partially observed control of markov processes, ii*

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It is shown that the value function of a partially observed control problem depends continuously on the Markov generator, the observer function, and the Lagrangian.

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来源
《Stochastics and Stochastics Reports》 |1989年第3期|247-262|共页
作者
Omar Hijab;
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正文语种英语
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Markov processes; partially observed control; measure-valued diffusions; martingale problem; filtering;

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Partially observed control of markov processes, ii*

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