Existence of optimal controls for a partially observed semimartingale

M. Kohlmann

Stochastic Processes and their Applications, 1982, vol. 13, issue 2, 215-226

Abstract: For a partially observed control problem we prove the existence of an optimal control. Purely probabilistic means as Skorokhod imbedding and convergence are used to derive the result.

Keywords: Weak; convergence; of; measures; Skorokhod; imbedding; and; convergence; optimal; control (search for similar items in EconPapers)
Date: 1982
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Citations: View citations in EconPapers (2)

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