Partially observed control of Markov processes

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007055 ◽

2005 ◽

pp. 151-158

Author(s):

Omar Hijab

Keyword(s):

Markov Processes ◽

Partially Observed

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Partially observed control of Markov processes, IV

Journal of Functional Analysis ◽

10.1016/0022-1236(92)90018-e ◽

1992 ◽

Vol 109 (2) ◽

pp. 215-256 ◽

Cited By ~ 4

Author(s):

Omar Hijab

Keyword(s):

Markov Processes ◽

Partially Observed

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Partially observed control of Markov processes

Stochastic Theory and Adaptive Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0113245 ◽

2007 ◽

pp. 248-255

Author(s):

Omar Hijab

Keyword(s):

Markov Processes ◽

Partially Observed

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Optimal stopping for partially observed piecewise-deterministic Markov processes

Stochastic Processes and their Applications ◽

10.1016/j.spa.2013.03.006 ◽

2013 ◽

Vol 123 (8) ◽

pp. 3201-3238 ◽

Cited By ~ 11

Author(s):

Adrien Brandejsky ◽

Benoîte de Saporta ◽

François Dufour

Keyword(s):

Markov Processes ◽

Optimal Stopping ◽

Piecewise Deterministic Markov Processes ◽

Partially Observed

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Unnormalized conditional probabilities and optimality for partially observed controlled jump Markov processes

Advances in Filtering and Optimal Stochastic Control - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004550 ◽

2005 ◽

pp. 326-343 ◽

Cited By ~ 2

Author(s):

Raymond Rishel

Keyword(s):

Markov Processes ◽

Conditional Probabilities ◽

Partially Observed ◽

Jump Markov Processes

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Partially observed control of markov processes, ii

Stochastics and Stochastics Reports ◽

10.1080/17442508908833594 ◽

1989 ◽

Vol 28 (3) ◽

pp. 247-262

Author(s):

Omar Hijab

Keyword(s):

Markov Processes ◽

Partially Observed

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Partially observed optimal stopping problem for discrete-time Markov processes

4OR ◽

10.1007/s10288-016-0337-8 ◽

2016 ◽

Vol 15 (3) ◽

pp. 277-302 ◽

Cited By ~ 1

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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Statistical Inference for Partially Observed Markov Processes via theRPackagepomp

Journal of Statistical Software ◽

10.18637/jss.v069.i12 ◽

2016 ◽

Vol 69 (12) ◽

Cited By ~ 68

Author(s):

Aaron A. King ◽

Dao Nguyen ◽

Edward L. Ionides

Keyword(s):

Statistical Inference ◽

Markov Processes ◽

Partially Observed

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Weak Solutions of Optimal Control of Partially Observed Markov Processes

1992 American Control Conference ◽

10.23919/acc.1992.4792254 ◽

1992 ◽

Author(s):

D. R. Shin ◽

E. I. Verriest

Keyword(s):

Optimal Control ◽

Markov Processes ◽

Weak Solutions ◽

Partially Observed

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Optimality conditions for partially observed jump Markov processes

10.1109/cdc.1982.268265 ◽

1982 ◽

Author(s):

Raymond Rishel

Keyword(s):

Optimality Conditions ◽

Markov Processes ◽

Partially Observed ◽

Jump Markov Processes

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

Ukrainian Mathematical Journal ◽

10.1007/bf01056167 ◽

1994 ◽

Vol 46 (8) ◽

pp. 1063-1069

Author(s):

O. A. Voina ◽

M. V. -S. Sidorov

Keyword(s):

Markov Processes ◽

Nonlinear Filtration ◽

Partially Observed

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