Pages that link to "Item:Q3805564"
From MaRDI portal
The following pages link to Existence of an Optimal Markovian Filter for the Control under Partial Observations (Q3805564):
Displayed 20 items.
- A general characterization of the mean field limit for stochastic differential games (Q737313) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
- The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
- Mixed control problem under partial observation (Q1205512) (← links)
- Random relaxed controls and partially observed stochastic systems (Q1314873) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← links)
- On the convergence of closed-loop Nash equilibria to the mean field game limit (Q2657922) (← links)
- Nonlinear Filtering for Jump Diffusion Observations (Q3167334) (← links)
- Controlled Heterogeneous Collection: The Role of Occupation Numbers (Q3535623) (← links)
- Martingale measures and partially observable diffusions (Q3977276) (← links)
- On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
- Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting (Q4994999) (← links)
- Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability (Q5219548) (← links)
- Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
- Some Remark on Optimal Stochastic Control with Partial Information (Q5707913) (← links)
- Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
- Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (Q6148450) (← links)