## Advances in filtering and optimal stochastic control: proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1-6, 1982 |

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### Contents

BARAS J S HOPKINS Jr W E BLANKENSHIP G L Existence uniqueness | 1 |

E Optimal stopping under partial observations | 18 |

BENSOUSSAN A Optimal control of partially observed diffusions | 38 |

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applications approximation assume assumptions band function Bensoussan Borel bounded Brownian motion coefficients compute conditional distribution conditional expectations consider constant convergence convex corresponding cost defined denote derivatives deterministic diffusion processes dynamic programming estimates example exists feedback filtering problem formula Gaussian given hold implies independent inequality jump process L.C. EVANS large deviation Lemma Lie algebra limit theorem linear Markov chain Markov process martingale Math Mathematics matrix MENALDI methods nonlinear filtering obtain operator optimal control optimal stochastic control optimal stopping P.L. Lions parameter Pardoux partially observed probability measure probability space proof properties random variables recursive Remark S.R.S. Varadhan satisfies semigroup sequence smooth solve stochastic control stochastic control problem stochastic differential equations stochastic integral stochastic process strategy subset Suppose theory uniformly unique solution unnormalized conditional value function wg(x Wiener Wiener process Zakai equation zero