Optimal Control and Filtering of the Reproduction Law of a Branching Process

Acta Applicandae Mathematicae

Volumn 55, Issue 1, 1999, Pages 27-50

  Ceci, Claudia ^a   Gerardi, Anna ^b  

^a UNIVERSITY OF CHIETI   (Italy)

^b UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

Branching processes; Filtering; Optimal stochastic control

Indexed keywords

CORRELATION METHODS; OBSERVABILITY; OPTIMAL CONTROL SYSTEMS; PROBABILITY; RANDOM PROCESSES;

BRANCHING PROCESS; HAMILTON-JACOBI-BELLMAN EQUATION; REPRODUCTION LAW; ZAKAI EQUATION;

MARKOV PROCESSES;

EID: 0032665323     PISSN: 01678019     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1006193819554     Document Type: Article

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