On stochastic relaxed control for partially observed diffusions (Q4743525): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q731708 |
||
| Property / author | |||
| Property / author: Makiko Nisio / rank | |||
Revision as of 14:27, 20 February 2024
scientific article; zbMATH DE number 3798781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stochastic relaxed control for partially observed diffusions |
scientific article; zbMATH DE number 3798781 |
Statements
On stochastic relaxed control for partially observed diffusions (English)
0 references
1984
0 references
stochastic relaxed control
0 references
unnormalized conditional distribution
0 references
Bellman principle
0 references
nonlinear semigroup
0 references
Girsanov transformation
0 references
