Nonlinear Semigroup for Controlled Partially Observed Diffusions

DOI10.1137/0320022zbMath0479.93076OpenAlexW1976901000MaRDI QIDQ3937265

Wendell H. Fleming

Publication date: 1982

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0320022

zbMATH Keywords

stochastic controlnonlinear semigroupspartially observed diffusions

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (14)

Ergodicity of a measure-valued Markov chain induced by random transformations ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ The probabilistic structure of controlled diffusion processes ⋮ A note on a nonlinear semigroup for controlled partially observed diffusions ⋮ Nonlinear semigroup arising in the control of diffusions with partial observation ⋮ Stochastic Control with Delayed Information and Related Nonlinear Master Equation ⋮ Some Remark on Optimal Stochastic Control with Partial Information ⋮ Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach ⋮ Controlled partially observed diffusions with correlated noise ⋮ Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions ⋮ Mean Field Games with Partial Observation ⋮ Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation ⋮ On stochastic relaxed control for partially observed diffusions ⋮ Nonlinear semigroup for the unnormalized conditional density

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