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- W2003763669 abstract "Abstract In this paper, we solve the problem of existence of an optimal control based on partial observations in the general case where the observation process depends on the control. The method of solution is based on the use of relaxed controls and martingales measures: we associate a martingale problem with the filter and we prove that this problem is equivalent to the initial one" @default.
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- W2003763669 date "1991-01-01" @default.
- W2003763669 modified "2023-10-02" @default.
- W2003763669 title "Martingale measures and partially observable diffusions" @default.
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- W2003763669 doi "https://doi.org/10.1080/07362999108809232" @default.
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