Title of article
Partially observed control of a Markov jump process with counting observations: equivalence with the separated problem
Author/Authors
Ceci، نويسنده , , Claudia and Gerardi، نويسنده , , Anna، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
16
From page
245
To page
260
Abstract
This paper concerns a partially observable finite horizon control problem for Rd-valued pure Markov jump process using the information given by the point process which counts the total number of jumps. Equivalence between the partially observable control problem and the separated control problem is discussed.
Keywords
Partial observations , History sets , Martingale problems , Optimal stochastic control , filtering , Markov jump processes
Journal title
Stochastic Processes and their Applications
Serial Year
1998
Journal title
Stochastic Processes and their Applications
Record number
1576345
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