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Existence of Optimal Controls for Partially Observed Jump Processes

โœ Scribed by Claudia Ceci; Anna Gerardi; Paola Tardelli

Book ID
110398179
Publisher
Springer Netherlands
Year
2002
Tongue
English
Weight
162 KB
Volume
74
Category
Article
ISSN
0167-8019

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๐Ÿ“œ SIMILAR VOLUMES

Controlled partially observed jump proce
Controlled partially observed jump processes: dynamics dependent on the observed history
โœ Claudia Ceci; Anna Gerardi ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 509 KB

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.