Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problem

Stochastic Processes and their Applications

Volumn 78, Issue 2, 1998, Pages 245-260

  Ceci, Claudia ^a   Gerardi, Anna ^b  

^a UNIVERSITY OF CHIETI   (Italy)

^b UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

60G35; 60G44; 60G55; 60J75; 93E11; 93E20; Filtering; History sets; Markov jump processes; Martingale problems; Optimal stochastic control; Partial observations

Indexed keywords

EID: 0001687963     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00054-4     Document Type: Article

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