Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665)

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scientific article; zbMATH DE number 3995577
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Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation
scientific article; zbMATH DE number 3995577

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    Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (English)
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    1986
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    controlled diffusions
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    Bellman principle
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    optimal stochastic control problem with partial observation
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    optimal stopping
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    Zakai's equation
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