On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions
Author:
Affiliation:
1. a Dipartimento di Matematica , Universitá di Padova , via Belzoni 7, Padova, Italy, I-35131
2. b Polish Academy of Sciences , Institute of Mathematics , Śniadeckich 8, Poland, PL-00-950 Warsaw
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442509108833725
Reference14 articles.
1. Bertsekas , D. P. and Shreve , S. E. 1978. “Stochastic Optimal Control: the Discrete-time case”. New York: Academic Press.
2. A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times
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