Stochastic control and games under arbitrarily dependent noises

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dc.contributor.authorBashirov, AE
dc.date.accessioned2026-02-06T18:28:34Z
dc.date.issued2003
dc.departmentDoğu Akdeniz Üniversitesi
dc.description8th Silivri Workshop on Stochastic Analysis and Related Topics -- SEP 18-27, 2000 -- Eastern Mediterranean Univ, N Cyprus, Gazimagusa, TURKEY
dc.description.abstractIn the paper the two forms of the separation principle for partially observable linear systems are discussed. It is shown that the classic form of the separation principle is valid while the past of the observations and the future of the state noise are independent. If the they are dependent then the separation principle changes its form that is called an extended separation principle. A detailed proof of the extended separation principle for control and game problems are given and its application to existence of saddle points is considered.
dc.identifier.endpage27
dc.identifier.isbn3-7643-6998-1
dc.identifier.scopusqualityN/A
dc.identifier.startpage1
dc.identifier.urihttps://hdl.handle.net/11129/10998
dc.identifier.volume53
dc.identifier.wosWOS:000221796000001
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.language.isoen
dc.publisherBirkhauser Verlag Ag
dc.relation.ispartofStochastic Analysis and Related Topics Viii
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WoS_20260204
dc.titleStochastic control and games under arbitrarily dependent noises
dc.typeConference Object

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