Optimal control of partially observed diffusions

2005 ◽  
pp. 38-53 ◽  
Author(s):  
A. Bensoussan
Keyword(s):  
Optimal Control ◽  
Partially Observed ◽  
Partially Observed Diffusions

Optimal Control for Partially Observed Diffusions

1982 ◽  
Vol 20 (2) ◽  
pp. 261-285 ◽  
Author(s):  
Wendell H. Fleming ◽  
Etienne Pardoux
Keyword(s):  
Optimal Control ◽  
Partially Observed ◽  
Partially Observed Diffusions

scholarly journals On optimal control of a class of partially observed discrete event systems

Automatica ◽  
2002 ◽  
Vol 38 (11) ◽  
pp. 1935-1943 ◽  
Author(s):  
Hervé Marchand ◽  
Olivier Boivineau ◽  
Stéphane Lafortune
Keyword(s):  
Optimal Control ◽  
Discrete Event Systems ◽  
Discrete Event ◽  
Event Systems ◽  
Partially Observed

scholarly journals Particle filters for partially observed diffusions

2008 ◽  
Vol 70 (4) ◽  
pp. 755-777 ◽  
Author(s):  
Paul Fearnhead ◽  
Omiros Papaspiliopoulos ◽  
Gareth O. Roberts
Keyword(s):  
Particle Filters ◽  
Partially Observed ◽  
Partially Observed Diffusions

A particle implementation of the recursive MLE for partially observed diffusions

2003 ◽  
Vol 36 (16) ◽  
pp. 1269-1274
Author(s):  
Arnaud Guyader ◽  
François Le Gland ◽  
Nadia Oudjane
Keyword(s):  
Partially Observed ◽  
Partially Observed Diffusions

Existence of optimal controls for partially observed diffusions

Stochastics ◽  
1983 ◽  
Vol 11 (1-2) ◽  
pp. 103-141 ◽  
Author(s):  
Vivek S. Borkar
Keyword(s):  
Optimal Controls ◽  
Existence Of Optimal Controls ◽  
Partially Observed ◽  
Partially Observed Diffusions
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