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Stochastics and Stochastic Reports Volume 26, 1989 - Issue 2
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Original Articles

Stochastic continuous control of partially observed systems via impulse control problems

Robert Cohen Centre National d'Etudes des Télécommunications, PAA/TIM 38-40 rue du général Leclerc, Issy-les-Moulineaux, 92131, France
&
Gérald Mazziotto Centre National d'Etudes des Télécommunications, PAA/TIM 38-40 rue du général Leclerc, Issy-les-Moulineaux, 92131, France
Pages 101-127 | Received 09 Jun 1987, Published online: 04 Apr 2007

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Read on this site (2)

W. J. Runggaldier & Ł Stettner. (1991) On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions. Stochastics and Stochastic Reports 37:1-2, pages 15-47.
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N. El Karoui & M. Jeanblac-Picqué. (1991) Martingale measures and partially observable diffusions. Stochastic Analysis and Applications 9:2, pages 147-176.
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Articles from other publishers (2)

Nigel J. Cutland & Tom Lindstr�m. (1993) Random relaxed controls and partially observed stochastic systems. Acta Applicandae Mathematicae 32:2, pages 157-182.
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Ofer Zeitouni & Moshe Zakai. (1992) On the Optimal Tracking Problem. SIAM Journal on Control and Optimization 30:2, pages 426-439.
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