@Article{IJNAM-13-4, author = {}, title = {Partially Observable Stochastic Optimal Control}, journal = {International Journal of Numerical Analysis and Modeling}, year = {2016}, volume = {13}, number = {4}, pages = {493--512}, abstract = {

This paper is a survey on some recent results in optimal control and stochastic filtering. The goal is not to cover all recent developments in control and filtering, instead we focus on maximum principle for optimality of partial information backward or forward-backward stochastic differential equations and branching particle approximation of nonlinear filtering.

}, issn = {2617-8710}, doi = {https://doi.org/2016-IJNAM-449}, url = {https://global-sci.com/article/83248/partially-observable-stochastic-optimal-control} }