Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0898-1221(86)90059-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2005588532 / rank | |||
Normal rank | |||
Revision as of 19:28, 19 March 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
Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (English)
0 references
1986
0 references
controlled diffusions
0 references
Bellman principle
0 references
optimal stochastic control problem with partial observation
0 references
optimal stopping
0 references
Zakai's equation
0 references
