Existence of an optimal {M}arkovian filter for the control under partial observations

TitleExistence of an optimal {M}arkovian filter for the control under partial observations
Publication TypeJournal Article
Year of Publication1988
AuthorsKaroui, NEl, Du, NHuu, Jeanblanc-Picqué, M
JournalSIAM J. Control Optim.
Volume26
Pagination1025–1061
ISSN0363-0129
URLhttp://db.lic.vnu.edu.vn:2080/10.1137/0326057
DOI10.1137/0326057