| Title:
|
On an optimum principle for partially observed controlled jump Markovian processes (English) |
| Author:
|
Nguyen, van Huu |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
17 |
| Issue:
|
3 |
| Year:
|
1981 |
| Pages:
|
256-268 |
| . |
| Category:
|
math |
| . |
| MSC:
|
49K45 |
| MSC:
|
49L20 |
| MSC:
|
60J75 |
| MSC:
|
93B07 |
| MSC:
|
93E20 |
| idZBL:
|
Zbl 0475.49026 |
| idMR:
|
MR628213 |
| . |
| Date available:
|
2009-09-24T17:21:26Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125430 |
| . |
| Reference:
|
[1] R. Boel P. Varaiya: Optimal control of jump processes.SIAM J. Control and Optimization 15 (1977), 1, 92-119. MR 0441521 |
| Reference:
|
[2] M. Davis R. Elliott: Optimal control of a jump process.Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 40 (1977), 183-202. MR 0488263 |
| Reference:
|
[3] M. H. A. Davis P. Varaiya: Dynamic programming conditions for partially observable stochastic systems.SIAM J. Control 11 (1973), 2, 226-261. MR 0319642 |
| Reference:
|
[4] J. Jacod: Multivariate point processes: Predictable projection, Randon-Nikodym derivatives representation of martingales.Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 31 (1975), 2, 235-253. MR 0380978 |
| Reference:
|
[5] R. S. Liptser A. N. Shiryayev: Statistics of Random Processes I, II.Springer-Verlag, New York-Heidelberg-Berlin 1977, 1978. MR 0474486 |
| Reference:
|
[6] P. A. Meyer: Probability and Potentials.Blaisdell, Waltham, Mass. 1966. Zbl 0138.10401, MR 0205288 |
| Reference:
|
[7] S. R. Pliska: Controlled jump processes.Stochastic Processes and Appl. 3, (1975), 3, 259-282. Zbl 0313.60055, MR 0406531 |
| Reference:
|
[8] R. W. Rishel: The minimum principle, separation principle, and dynamic programming for partially observed jump process.IEEE Trans. Autom. Control AC-23 (1978), 6, 1009-1014. MR 0513971 |
| Reference:
|
[9] C. B. Wan M. H. A. Davis: Existence of optimal controls for stochastic jump processes.SIAM J. Control and Optimization 17 (1979), 4, 511-524. MR 0534421 |
| . |
