Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474): Difference between revisions

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Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
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    Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (English)
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    25 January 2019
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    partial observation control problem
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    randomization of controls
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    dynamic programming principle
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    Bellman equation
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    Wasserstein space
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    viscosity solutions
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