Controlled partially observed diffusions with correlated noise

DOI10.1007/BF01447331MaRDI QIDQ751613zbMATHFDO

Authors Q. Zhang

Publication date 1990

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

partial observationscontrolled diffusioncorrelated additive white noiseNisio nonlinear semigroup

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20)

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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A note on a nonlinear semigroup for controlled partially observed diffusions
• An Exact Formula for a Linear Quadratic Adaptive Stochastic Optimal Control Law
• Nonlinear Semigroup for Controlled Partially Observed Diffusions
• Nonlinear semigroup arising in the control of diffusions with partial observation
• On stochastic relaxed control for partially observed diffusions
• Optimal Control for Partially Observed Diffusions
• Optimal adaptive LQG control for systems with finite state process parameters

Cited in

(9)

• Nonlinear semigroup for the unnormalized conditional density
• scientific article; zbMATH DE number 4020996 (Why is no real title available?)
• A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle
• Leader-follower stochastic differential game with asymmetric information and applications
• A stochastic maximum principle for partially observed stochastic control systems with delay
• Nonlinear semigroup arising in the control of diffusions with partial observation
• A note on a nonlinear semigroup for controlled partially observed diffusions
• The nisio semigroup for controlled diffusions with partial observations
• A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information

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