Partially observed control of a Markov jump process with counting observations: equivalence with the separated problem-Reference-Cited by-同舟云学术

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

Published:1998-11 Issue:2 Volume:78 Page:245-260
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Ceci Claudia,Gerardi Anna

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference19 articles.

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2. Filtering the histories of a partially observed marked point process;Arjas;Stoch. Process. Appl.,1992

3. Brémaud, P., 1980. Point Processes and Queues. Springer, Berlin.

4. Filtering of a branching process given its split times;Ceci;J. Appl. Probab.,1997

5. Ceci, C., Gerardi, A., 1997b. Optimal control and filtering of the reproduction law of branching process. Research Report. Acta. Appl. Math., to appear.

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