Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem |
scientific article |
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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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