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Existence of partially observable stochastic optimal controls

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Book cover Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 36))

This work was supported by NSERC under grant A 8051.

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References

  1. Christopeit, N., Existence of Optimal Stochastic Controls under Partial Observation, Z. Wahrscheinlichkeits-th. verw. Gebiete, 51(1980), pp.201–213.

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  3. Ersov, M.P., The Choquet Theorem and Stochastic Equations, Analysis Matematica 1(1975), pp. 259–271.

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  4. Fleming, W.H. and Pardoux, E., Existence of Optimal Controls for Partially Observed Diffusions, preprint, Brown University.

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  5. Haussmann, U., On the Existence of Optimal Controls for Partially Observed Diffusion, in preparation.

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  6. Kohimann, M., Existence of Optimal Controls for a Partially Observed Semimartingale Control Problem, preprint, Bonn University.

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  7. Kushner, H.J., Existence Results for Optimal Stochastic Controls, JOTA, 15(1975), pp. 347–359.

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Authors and Affiliations

  1. Department of Mathematics, University of British Columbia, V6T 1W5, Vancouver, B.C., Canada

    U. G. Haussmann

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  1. U. G. Haussmann
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M. Arató D. Vermes A. V. Balakrishnan

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© 1981 Springer-Verlag

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Haussmann, U.G. (1981). Existence of partially observable stochastic optimal controls. In: Arató, M., Vermes, D., Balakrishnan, A.V. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 36. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006411

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  • DOI: https://doi.org/10.1007/BFb0006411

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11038-5

  • Online ISBN: 978-3-540-38564-6

  • eBook Packages: Springer Book Archive

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