Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418)

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Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
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    Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (English)
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    2000
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    Hamilton-Jacobi-Bellman equations
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    Duncan-Mortensen-Zakai equation
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    optimal control of partially observed systems
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    viscosity solutions
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