Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences
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Optimal stopping under partial observations

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004523 ◽

2005 ◽

pp. 18-37 ◽

Cited By ~ 1

Author(s):

Vaclav E. Benes

Keyword(s):

Optimal Stopping ◽

Partial Observations

Optimal stopping for two-parameter processes

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004542 ◽

2005 ◽

pp. 239-245 ◽

Cited By ~ 1

Author(s):

G. Mazziotto ◽

J. Szpirglas

Keyword(s):

Optimal Stopping ◽

Two Parameter

Unnormalized conditional probabilities and optimality for partially observed controlled jump Markov processes

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004550 ◽

2005 ◽

pp. 326-343 ◽

Cited By ~ 2

Author(s):

Raymond Rishel

Keyword(s):

Markov Processes ◽

Conditional Probabilities ◽

Partially Observed ◽

Jump Markov Processes

Space-time mixing in a branching model

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004531 ◽

2005 ◽

pp. 125-130

Author(s):

Klaus Fleischmann

Keyword(s):

Space Time ◽

Branching Model

Nonlinear filtering of diffusion processes a guided tour

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004544 ◽

2005 ◽

pp. 256-266 ◽

Cited By ~ 4

Author(s):

Sanjoy K. Mitter

Keyword(s):

Nonlinear Filtering ◽

Diffusion Processes ◽

Guided Tour

Representation and approximation of counting processes

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004537 ◽

2005 ◽

pp. 177-191 ◽

Cited By ~ 17

Author(s):

Thomas G. Kurtz

Keyword(s):

Counting Processes

On reducing the dimension of control problems by diffusion approximation

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004540 ◽

2005 ◽

pp. 216-224

Author(s):

Petr Mandl

Keyword(s):

Diffusion Approximation ◽

Control Problems

Optimal control of partially observed diffusions

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004524 ◽

2005 ◽

pp. 38-53 ◽

Cited By ~ 2

Author(s):

A. Bensoussan

Keyword(s):

Optimal Control ◽

Partially Observed ◽

Partially Observed Diffusions

Stochastic control with noisy observations

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004527 ◽

2005 ◽

pp. 79-90 ◽

Cited By ~ 1

Author(s):

M. H. A. Davis

Keyword(s):

Stochastic Control

Extremal controls for completely observable diffusions

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004534 ◽

2005 ◽

pp. 149-160 ◽

Cited By ~ 9

Author(s):

U. G. Haussmann

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information SciencesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

Optimal stopping under partial observations

Optimal stopping for two-parameter processes

Unnormalized conditional probabilities and optimality for partially observed controlled jump Markov processes

Space-time mixing in a branching model

Nonlinear filtering of diffusion processes a guided tour

Representation and approximation of counting processes

On reducing the dimension of control problems by diffusion approximation

Optimal control of partially observed diffusions

Stochastic control with noisy observations

Extremal controls for completely observable diffusions

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences
Latest Publications