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Blom, H.A.P. (author)Stochastic processes with a decision-directed control are considered as controlled Markov processes, the state space of which is hybrid; i.e. a product of a discrete set and a Euclidean space. This approach yields a mathematical model for many problems of decision-directed stochastic control. In general, the observations made from the "past" and...report 1990
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Blom, H.A.P. (author)The problem considered is filtering for Gaussian observations of linear differential systems that are driven by both Wiener processes and marked Poisson point processes. Well-known representations of the MMSE-filter for such a Markov jump-diffusion are a differential for the evolution of its conditional density or differentials for all its...report 1982