Equations of optimal nonlinear filtration and interpolation for partially observed Markov processes

1994 ◽  
Vol 46 (8) ◽  
pp. 1063-1069
Author(s):  
O. A. Voina ◽  
M. V. -S. Sidorov
Keyword(s):  
Markov Processes ◽  
Nonlinear Filtration ◽  
Partially Observed

scholarly journals Partially observed optimal stopping problem for discrete-time Markov processes

4OR ◽  
2016 ◽  
Vol 15 (3) ◽  
pp. 277-302 ◽  
Author(s):  
Benoîte de Saporta ◽  
François Dufour ◽  
Christophe Nivot
Keyword(s):  
Markov Processes ◽  
Discrete Time ◽  
Optimal Stopping ◽  
Optimal Stopping Problem ◽  
Partially Observed
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