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Controlled partially observed jump processes: dynamics dependent on the observed history

✍ Scribed by Claudia Ceci; Anna Gerardi

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
509 KB
Volume
47
Category
Article
ISSN
0362-546X

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✦ Synopsis

A partially observable control problem for an (\mathbb{R}^{d})-valued jump process with counting observations is studied. Dynamics dependent on the observed history and common jumps between state and observation are considered. Existence of an optimal control is discussed.

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