Equations of optimal nonlinear filtration and interpolation for partially observed Markov processes

1994 ◽  
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pp. 1063-1069
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M. V. -S. Sidorov
Keyword(s):  
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Benoîte de Saporta ◽  
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Keyword(s):  
Markov Processes ◽  
Optimal Stopping ◽  
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Partially observed control of markov processes, ii

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4OR ◽  
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pp. 277-302 ◽  
Author(s):  
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François Dufour ◽  
Christophe Nivot
Keyword(s):  
Markov Processes ◽  
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Optimal Stopping ◽  
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Keyword(s):  
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Markov Processes ◽  
Partially Observed
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