Nonlinear semigroup arising in the control of diffusions with partial observation (Q3479304): Difference between revisions
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scientific article
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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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