Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665): Difference between revisions

Latest revision as of 18:08, 17 June 2024

scientific article; zbMATH DE number 3995577

Language	Label	Description	Also known as
English	Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation	scientific article; zbMATH DE number 3995577

Statements

instance of

scholarly article

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title

Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (English)

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Computers & Mathematics with Applications

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publication date

1986

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zbMATH Keywords

controlled diffusions

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Bellman principle

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optimal stochastic control problem with partial observation

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optimal stopping

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Zakai's equation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0898-1221(86)90059-3

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cites work

Q3241581

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Q3929443

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Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions

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Temps d'arrÊt optimal, théorie générale des processus et processus de Markov

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Q3925594

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Q3675255

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Optimal Control for Partially Observed Diffusions

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Q3959169

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Nonlinear semigroup for the unnormalized conditional density

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Q3908216

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Q3910361

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Q3015740

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Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness

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A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator

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Q3661437

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Optimal stopping and a martingale approach to the penalty method

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Q3901421

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On nonlinear semigroups for Markov processes associated with optimal stopping

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Q4172681

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Q3862204

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Q3684019

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Identifiers

zbMATH Open document ID

0614.93068

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DOI

10.1016/0898-1221(86)90059-3

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4723665

@@ Property / cites work @@
+Q3241581
@@ Property / cites work: Q3241581 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3929443
@@ Property / cites work: Q3929443 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
+Normal rank
@@ Property / cites work @@
+Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
+Normal rank
@@ Property / cites work @@
+Q3925594
@@ Property / cites work: Q3925594 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3675255
@@ Property / cites work: Q3675255 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control for Partially Observed Diffusions
@@ Property / cites work: Optimal Control for Partially Observed Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear semigroup for the unnormalized conditional density
+Normal rank
@@ Property / cites work @@
+Q3908216
@@ Property / cites work: Q3908216 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3015740
@@ Property / cites work: Q3015740 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
+Normal rank
@@ Property / cites work @@
+A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
+Normal rank
@@ Property / cites work @@
+Q3661437
@@ Property / cites work: Q3661437 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping and a martingale approach to the penalty method
+Normal rank
@@ Property / cites work @@
+Q3901421
@@ Property / cites work: Q3901421 / rank @@
+Normal rank
@@ Property / cites work @@
+On nonlinear semigroups for Markov processes associated with optimal stopping
+Normal rank
@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3862204
@@ Property / cites work: Q3862204 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3684019
@@ Property / cites work: Q3684019 / rank @@
+Normal rank