Nonlinear semigroup arising in the control of diffusions with partial observation (Q3479304): Difference between revisions
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| Property / cites work: Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions / rank | |||
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| Property / cites work: Nonlinear Semigroup for Controlled Partially Observed Diffusions / rank | |||
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| Property / cites work: Optimal Control for Partially Observed Diffusions / rank | |||
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| Property / cites work: On stochastic relaxed control for partially observed diffusions / rank | |||
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| Property / cites work: Q5520962 / rank | |||
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| Property / cites work: On the existence of optimal control for controlled stochastic partial differential equations / rank | |||
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| Property / cites work: Stochastic partial differential equations and filtering of diffusion processes / rank | |||
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Latest revision as of 15:42, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear semigroup arising in the control of diffusions with partial observation |
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Nonlinear semigroup arising in the control of diffusions with partial observation (English)
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1990
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stochastic control
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dynamic programming
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control of diffusions with partial observation
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Bellman principle
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