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The control of a wiener process with incomplete data

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Cybernetics Aims and scope

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References

  1. I. V. Girsanov, “Some minimal problems in the theory of controllable Markov processes,” Proceedings of the 4th All-Union Mathematical Congress [in Russian], Moscow, 1961.

  2. W. H. Fleming, “Some Markovian optimization problems,” Journ. Math., Mech., 12, no. 1, 1963.

  3. V. I. Arkin, V. A. Kolemaev, and A. N. Shiryaev, “On finding optimal controls,” Trudy matematicheskogo instituta im. V. A. Steklova, vol. 71, 1964.

  4. A. N. Shiryaev, “On the theory of solving functions and the control of observation processes with incomplete data,” Proceedings of the 3rd Prague Conference on Information Theory, Prague, 1964.

  5. K. Ito, “On a formula concerning stochastic differentials,” Matematika (Periodical journal of translations of foreign papers), 3, 5, 1959.

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Authors
  1. R. Sh. Liptser
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Additional information

Kibernetika, Vol. 1, No. 6, pp. 81–84, 1965

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Liptser, R.S. The control of a wiener process with incomplete data. Cybern Syst Anal 1, 96–100 (1965). https://doi.org/10.1007/BF01074703

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  • DOI: https://doi.org/10.1007/BF01074703

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