On stochastic relaxed control for partially observed diffusions (Q4743525): Difference between revisions

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Property / cites work: On the Computation of the Reachable/Observable Canonical Form / rank
 
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Property / cites work: Nonlinear Semigroup for Controlled Partially Observed Diffusions / rank
 
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Property / cites work: On the Existence of Optimal Controls for Partially Observed Diffusions / rank
 
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Property / cites work: Q5533878 / rank
 
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Property / cites work: Partially Observed Diffusions and Their Control / rank
 
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Latest revision as of 17:12, 13 June 2024

scientific article; zbMATH DE number 3798781
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English
On stochastic relaxed control for partially observed diffusions
scientific article; zbMATH DE number 3798781

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    On stochastic relaxed control for partially observed diffusions (English)
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    1984
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    stochastic relaxed control
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    unnormalized conditional distribution
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    Bellman principle
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    nonlinear semigroup
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    Girsanov transformation
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