Existence of an Optimal Markovian Filter for the Control...

SIAM Journal on Control and Optimization 1988 / 09 Vol. 26; Iss. 5

Existence of an Optimal Markovian Filter for the Control under Partial Observations

El Karoui, Nicole, Nguyen, Du′ Huù, Jeanblanc-Picqué, Monique
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Volume:
26
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/0326057
Date:
September, 1988
File:
PDF, 3.95 MB
english, 1988
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