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State estimation for partially observed jump processes

โœ Scribed by Raymond Rishel


Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
522 KB
Volume
65
Category
Article
ISSN
0022-247X

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๐Ÿ“œ SIMILAR VOLUMES


Controlled partially observed jump proce
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.