An Existence Theorem on Optimal Control of Partially Observable Diffusions
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Cited in
(11)- Optimal control of systems governed by time-delayed, second-order, linear, parabolic partial differential equations with a first boundary condition
- On the existence of optimal controls of systems governed by quasilinear parabolic partial delay-differential equations
- Gradient method for computing optimal controls for stochastic differential equations
- Separation principle for impulse control with partial information
- On the existence of optimal controls for quasilinear parabolic partial differential equations
- On the optimal control of systems governed by quasilinear integro-partial differential equations of parabolic type
- Existence of optimal controls for systems governed by parabolic partial differential equations with Cauchy boundary conditions
- Optimal feedback control of a class of stochastic systems permitting jumps in the diffusion processes
- Optimal control of a class of strongly nonlinear parabolic systems
- Optimal control of systems governed by a class of nonlinear evolution equations in a reflexive Banach space
- Necessary conditions for optimality of Cauchy problems for parabolic partial delay-differential equations
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