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Existence of optimal controls for a partially observed semimartingale

. Stochastic Processes and their Applications, 13 (2): 215--226 (August 1982)

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Reflected Forward Backward Stochastic Differential Equations and Contingent Claims.. Control of Distributed Parameter and Stochastic Systems, volume 141 of IFIP Conference Proceedings, page 223-230. Kluwer, (1998)Existence of optimal controls for a partially observed semimartingale. Stochastic Processes and their Applications, 13 (2): 215--226 (August 1982)Stochastic control by measure transformation: A general existence result., and . Inf. Sci., 21 (3): 195-208 (1980)