The nisio semigroup for controlled diffusions with partial observations
Publication:3728792
DOI10.1080/17442508608833387zbMath0596.93068OpenAlexW1978919342MaRDI QIDQ3728792
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833387
nonlinear semigroupsnonlinear filteringmeasure-valued processBellman principlecontrol of partially observed diffusions
Filtering in stochastic control theory (93E11) Semigroups of nonlinear operators (47H20) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Spaces of measures, convergence of measures (28A33) Probability theory on algebraic and topological structures (60B99)
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